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Python parser for Interactive Brokers Flex XML statements

ibflex is a Python library for converting brokerage statement data in Interactive Brokers' Flex XML format into standard Python data structures, so it can be conveniently processed and analyzed with Python scripts.

N.B. This module has nothing to do with programmatic trading. It's about reading brokerage reports.

ibflex is compatible with Python version 3.7+. The parser has no dependencies beyond the Python standard library (although the optional client for fetching Flex Statements from Interactive Brokers' server does depend on requests ).

This module is alpha software! It works and it's useful, but the API, data structures, etc. are likely to see major changes. Several XML schemata are missing, and a few of the more newly-introduced attributes for the existing schemata. There are probably bugs.

Pull requests are welcome. If you're submitting a pull request for an updated type, please do me a favor and include a test case based on your real-world data (censored to remove any personal information) in tests.test_types.py. You should easily be able to cut&paste one of the existing unittest.TestCase subclasses in that file and adapt it to your own data. Thanks very much; my own datastream does not have full coverage of the object model!

Installation

pip install ibflex

Flex Parser

The primary facility provided is the ibflex.parser module, which parses Flex-format XML data into a hierarchy of Python objects whose structure corresponds to that of the original Flex statements, with the data converted into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)

Usage example:

In [1]: fromibfleximportparserIn [2]: response=parser.parse("2017-01_ibkr.xml")
In [3]: responseOut[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)
In [4]: stmt=response.FlexStatements[0]
In [5]: stmtOut[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)
In [6]: trade=stmt.Trades[-1]
In [7]: tradeOut[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)
In [8]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [9]: pos=stmt.OpenPositions[-1]
In [10]: posOut[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)
In [11]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [12]: [secforsecinstmt.SecuritiesInfoifsec.conid==trade.conid][0]
Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())

Flex Query Report Configuration

Configure Flex statements through Interactive Brokers account management . Reports > Flex Queries > Custom Flex Queries > Configure

You can configure whatever you like and ibflex should parse it, with these exceptions:

  • You can't use European-style date formats (dd/MM/yy or dd/MM/yyyy). Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).
  • You should use some delimiter between dates & times. The default delimiter (semicolon) is fastest to process.
  • For the Trades section of the statement, you can't select the options at the top for "Symbol Summary", "Asset Class", or "Orders". These will blow up the parser. It's fine to check the box for "Asset Class" down below, along with the other selections for XML attributes.

Flex Client

Once you've defined various Flex queries, you can generate an access token that will allow you to generate statements and download them through the web API, instead of logging in to get them.

Reports > Settings > FlexWeb Service

Once you've got that set up - armed with the token, and the ID# of the desired Flex query - ibflex.client contains the facilities necessary to retrieve them:

In [1]: fromibfleximportclientIn [2]: token='111111111111111111111111'In [3]: query_id='111111'In [4]: response=client.download(token, query_id)
In [5]: response[:215]
Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'

You can also just execute client.main() as a script:

$ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml

Finally, setup.py installs a script at ~/.local/bin/flexget... cron-tastic!

$ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml

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Skip to content
BranchesTags
Repository files navigation
Python parser for Interactive Brokers Flex XML statements
ibflex is a Python library for converting brokerage statement data in
Interactive Brokers' Flex XML format into standard Python data structures,
so it can be conveniently processed and analyzed with Python scripts.
N.B. This module has nothing to do with programmatic trading.
It's about reading brokerage reports.
ibflex is compatible with Python version 3.7+. The parser has no
dependencies beyond the Python standard library (although the optional client
for fetching Flex Statements from Interactive Brokers' server does depend
on requests ).
This module is alpha software! It works and it's useful, but the
API, data structures, etc. are likely to see major changes. Several XML
schemata are missing, and a few of the more newly-introduced attributes
for the existing schemata. There are probably bugs.
Pull requests are welcome. If you're submitting a pull request for an updated
type, please do me a favor and include a test case based on your real-world data
(censored to remove any personal information) in tests.test_types.py. You should
easily be able to cut&paste one of the existing unittest.TestCase subclasses in
that file and adapt it to your own data. Thanks very much; my own datastream does
not have full coverage of the object model!
Installation
pip install ibflex

Flex Parser
The primary facility provided is the ibflex.parser module, which parses
Flex-format XML data into a hierarchy of Python objects whose structure
corresponds to that of the original Flex statements, with the data converted
into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)
Usage example:
In [1]: fromibfleximportparserIn [2]: response=parser.parse("2017-01_ibkr.xml")
In [3]: responseOut[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)
In [4]: stmt=response.FlexStatements[0]
In [5]: stmtOut[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)
In [6]: trade=stmt.Trades[-1]
In [7]: tradeOut[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)
In [8]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [9]: pos=stmt.OpenPositions[-1]
In [10]: posOut[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)
In [11]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [12]: [secforsecinstmt.SecuritiesInfoifsec.conid==trade.conid][0]
Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())
Flex Query Report Configuration
Configure Flex statements through Interactive Brokers account management .
Reports > Flex Queries > Custom Flex Queries > Configure
You can configure whatever you like and ibflex should parse it, with these exceptions:
  • You can't use European-style date formats (dd/MM/yy or dd/MM/yyyy).
Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).
  • You should use some delimiter between dates & times. The default delimiter
(semicolon) is fastest to process.
  • For the Trades section of the statement, you can't select the options at the
top for "Symbol Summary", "Asset Class", or "Orders". These will blow up
the parser. It's fine to check the box for "Asset Class" down below, along
with the other selections for XML attributes.
Flex Client
Once you've defined various Flex queries, you can generate an access token
that will allow you to generate statements and download them through the web
API, instead of logging in to get them.
Reports > Settings > FlexWeb Service
Once you've got that set up - armed with the token, and the ID# of the desired
Flex query - ibflex.client contains the facilities necessary to retrieve
them:
In [1]: fromibfleximportclientIn [2]: token='111111111111111111111111'In [3]: query_id='111111'In [4]: response=client.download(token, query_id)
In [5]: response[:215]
Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'
You can also just execute client.main() as a script:
$ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Finally, setup.py installs a script at ~/.local/bin/flexget... cron-tastic!
$ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Resources
About
Python parser for Interactive Brokers Flex XML statements
Resources
Readme
License
Activity
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Force GitHub README to respect dark mode\n(function() {\n var style = document.createElement('style');\n style.textContent = '\n .markdown-body {\n color-scheme: dark light;\n }\n .markdown-body pre { background: #161b22 !important; }\n .markdown-body code { background: rgba(110, 118, 129, 0.4) !important; }\n .markdown-body table th, .markdown-body table td { border-color: #30363d !important; }\n .markdown-body img { background: #0d1117; }\n .markdown-body blockquote { border-left-color: #8b949e; }\n .markdown-body hr { border-color: #30363d; }\n ';\n document.head.appendChild(style);\n})();", "GitHub Dark Mode README Fix");
}
} catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); }
})();
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try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
BranchesTags
Repository files navigation
Python parser for Interactive Brokers Flex XML statements
ibflex is a Python library for converting brokerage statement data in
Interactive Brokers' Flex XML format into standard Python data structures,
so it can be conveniently processed and analyzed with Python scripts.
N.B. This module has nothing to do with programmatic trading.
It's about reading brokerage reports.
ibflex is compatible with Python version 3.7+. The parser has no
dependencies beyond the Python standard library (although the optional client
for fetching Flex Statements from Interactive Brokers' server does depend
on requests ).
This module is alpha software! It works and it's useful, but the
API, data structures, etc. are likely to see major changes. Several XML
schemata are missing, and a few of the more newly-introduced attributes
for the existing schemata. There are probably bugs.
Pull requests are welcome. If you're submitting a pull request for an updated
type, please do me a favor and include a test case based on your real-world data
(censored to remove any personal information) in tests.test_types.py. You should
easily be able to cut&paste one of the existing unittest.TestCase subclasses in
that file and adapt it to your own data. Thanks very much; my own datastream does
not have full coverage of the object model!
Installation
pip install ibflex

Flex Parser
The primary facility provided is the ibflex.parser module, which parses
Flex-format XML data into a hierarchy of Python objects whose structure
corresponds to that of the original Flex statements, with the data converted
into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)
Usage example:
In [1]: fromibfleximportparserIn [2]: response=parser.parse("2017-01_ibkr.xml")
In [3]: responseOut[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)
In [4]: stmt=response.FlexStatements[0]
In [5]: stmtOut[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)
In [6]: trade=stmt.Trades[-1]
In [7]: tradeOut[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)
In [8]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [9]: pos=stmt.OpenPositions[-1]
In [10]: posOut[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)
In [11]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [12]: [secforsecinstmt.SecuritiesInfoifsec.conid==trade.conid][0]
Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())
Flex Query Report Configuration
Configure Flex statements through Interactive Brokers account management .
Reports > Flex Queries > Custom Flex Queries > Configure
You can configure whatever you like and ibflex should parse it, with these exceptions:
  • You can't use European-style date formats (dd/MM/yy or dd/MM/yyyy).
Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).
  • You should use some delimiter between dates & times. The default delimiter
(semicolon) is fastest to process.
  • For the Trades section of the statement, you can't select the options at the
top for "Symbol Summary", "Asset Class", or "Orders". These will blow up
the parser. It's fine to check the box for "Asset Class" down below, along
with the other selections for XML attributes.
Flex Client
Once you've defined various Flex queries, you can generate an access token
that will allow you to generate statements and download them through the web
API, instead of logging in to get them.
Reports > Settings > FlexWeb Service
Once you've got that set up - armed with the token, and the ID# of the desired
Flex query - ibflex.client contains the facilities necessary to retrieve
them:
In [1]: fromibfleximportclientIn [2]: token='111111111111111111111111'In [3]: query_id='111111'In [4]: response=client.download(token, query_id)
In [5]: response[:215]
Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'
You can also just execute client.main() as a script:
$ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Finally, setup.py installs a script at ~/.local/bin/flexget... cron-tastic!
$ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Highlight search terms from Google/DuckDuckGo/Bing referrer\n(function() {\n var ref = document.referrer;\n var terms = [];\n \n if (ref.includes('google.com') || ref.includes('duckduckgo.com') || ref.includes('bing.com')) {\n var url = new URL(ref);\n var q = url.searchParams.get('q') || url.searchParams.get('p');\n if (q) {\n terms = q.split(/\\s+/).filter(function(t) { return t.length > 2; });\n }\n }\n \n if (terms.length === 0) return;\n \n var style = document.createElement('style');\n style.textContent = '.userscript-highlight { background: #fbbf24; color: #1a1a2e; padding: 1px 3px; border-radius: 2px; }';\n document.head.appendChild(style);\n \n function highlight(node) {\n if (node.nodeType === 3) { // text node\n var text = node.textContent;\n var found = false;\n terms.forEach(function(term) {\n var regex = new RegExp('(' + term.replace(/[.*+?^${}()|[\\]\\\\]/g, '\\\\') + ')', 'gi');\n if (regex.test(text)) {\n found = true;\n var frag = document.createDocumentFragment();\n var parts = text.split(regex);\n parts.forEach(function(part, i) {\n if (i % 2 === 0) {\n frag.appendChild(document.createTextNode(part));\n } else {\n var span = document.createElement('span');\n span.className = 'userscript-highlight';\n span.textContent = part;\n frag.appendChild(span);\n }\n });\n node.parentNode.replaceChild(frag, node);\n }\n });\n } else if (node.nodeType === 1 && node.childNodes) { // element\n var skipTags = ['SCRIPT', 'STYLE', 'NOSCRIPT', 'TEXTAREA', 'INPUT', 'SELECT'];\n if (!skipTags.includes(node.tagName)) {\n Array.from(node.childNodes).forEach(highlight);\n }\n }\n }\n \n highlight(document.body);\n \n // Re-highlight on dynamic content\n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1 || node.nodeType === 3) highlight(node);\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Highlight Search Terms");
}
} catch(__e) { console.warn('[Userscript:Highlight Search Terms]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
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Python parser for Interactive Brokers Flex XML statements
ibflex is a Python library for converting brokerage statement data in
Interactive Brokers' Flex XML format into standard Python data structures,
so it can be conveniently processed and analyzed with Python scripts.
N.B. This module has nothing to do with programmatic trading.
It's about reading brokerage reports.
ibflex is compatible with Python version 3.7+. The parser has no
dependencies beyond the Python standard library (although the optional client
for fetching Flex Statements from Interactive Brokers' server does depend
on requests ).
This module is alpha software! It works and it's useful, but the
API, data structures, etc. are likely to see major changes. Several XML
schemata are missing, and a few of the more newly-introduced attributes
for the existing schemata. There are probably bugs.
Pull requests are welcome. If you're submitting a pull request for an updated
type, please do me a favor and include a test case based on your real-world data
(censored to remove any personal information) in tests.test_types.py. You should
easily be able to cut&paste one of the existing unittest.TestCase subclasses in
that file and adapt it to your own data. Thanks very much; my own datastream does
not have full coverage of the object model!
Installation
pip install ibflex

Flex Parser
The primary facility provided is the ibflex.parser module, which parses
Flex-format XML data into a hierarchy of Python objects whose structure
corresponds to that of the original Flex statements, with the data converted
into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)
Usage example:
In [1]: fromibfleximportparserIn [2]: response=parser.parse("2017-01_ibkr.xml")
In [3]: responseOut[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)
In [4]: stmt=response.FlexStatements[0]
In [5]: stmtOut[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)
In [6]: trade=stmt.Trades[-1]
In [7]: tradeOut[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)
In [8]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [9]: pos=stmt.OpenPositions[-1]
In [10]: posOut[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)
In [11]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [12]: [secforsecinstmt.SecuritiesInfoifsec.conid==trade.conid][0]
Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())
Flex Query Report Configuration
Configure Flex statements through Interactive Brokers account management .
Reports > Flex Queries > Custom Flex Queries > Configure
You can configure whatever you like and ibflex should parse it, with these exceptions:
  • You can't use European-style date formats (dd/MM/yy or dd/MM/yyyy).
Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).
  • You should use some delimiter between dates & times. The default delimiter
(semicolon) is fastest to process.
  • For the Trades section of the statement, you can't select the options at the
top for "Symbol Summary", "Asset Class", or "Orders". These will blow up
the parser. It's fine to check the box for "Asset Class" down below, along
with the other selections for XML attributes.
Flex Client
Once you've defined various Flex queries, you can generate an access token
that will allow you to generate statements and download them through the web
API, instead of logging in to get them.
Reports > Settings > FlexWeb Service
Once you've got that set up - armed with the token, and the ID# of the desired
Flex query - ibflex.client contains the facilities necessary to retrieve
them:
In [1]: fromibfleximportclientIn [2]: token='111111111111111111111111'In [3]: query_id='111111'In [4]: response=client.download(token, query_id)
In [5]: response[:215]
Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'
You can also just execute client.main() as a script:
$ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Finally, setup.py installs a script at ~/.local/bin/flexget... cron-tastic!
$ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Resources
About
Python parser for Interactive Brokers Flex XML statements
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Readme
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Activity
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Watchers
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Forks
0 forks
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Strip utm_, fbclid, gclid, etc. from all links on page\n(function() {\n var trackingParams = ['utm_source', 'utm_medium', 'utm_campaign', 'utm_term', 'utm_content',\n 'fbclid', 'gclid', 'dclid', 'msclkid', 'yclid',\n 'ref', 'ref_src', 'source', 'medium', 'campaign'];\n \n function cleanUrl(url) {\n try {\n var u = new URL(url, window.location.origin);\n var changed = false;\n trackingParams.forEach(function(p) {\n if (u.searchParams.has(p)) {\n u.searchParams.delete(p);\n changed = true;\n }\n });\n return changed ? u.toString() : url;\n } catch (e) {\n return url;\n }\n }\n \n function cleanLinks() {\n document.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n \n cleanLinks();\n \n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1) {\n if (node.tagName === 'A') cleanLinks();\n node.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Remove Tracking Parameters from Links");
}
} catch(__e) { console.warn('[Userscript:Remove Tracking Parameters from Links]', __e); }
})();
(function(){
try {
var __m = "youtube.com";
var __re = new RegExp('^' + "youtube\\.com" + '

Skip to content
BranchesTags
Repository files navigation
Python parser for Interactive Brokers Flex XML statements
ibflex is a Python library for converting brokerage statement data in
Interactive Brokers' Flex XML format into standard Python data structures,
so it can be conveniently processed and analyzed with Python scripts.
N.B. This module has nothing to do with programmatic trading.
It's about reading brokerage reports.
ibflex is compatible with Python version 3.7+. The parser has no
dependencies beyond the Python standard library (although the optional client
for fetching Flex Statements from Interactive Brokers' server does depend
on requests ).
This module is alpha software! It works and it's useful, but the
API, data structures, etc. are likely to see major changes. Several XML
schemata are missing, and a few of the more newly-introduced attributes
for the existing schemata. There are probably bugs.
Pull requests are welcome. If you're submitting a pull request for an updated
type, please do me a favor and include a test case based on your real-world data
(censored to remove any personal information) in tests.test_types.py. You should
easily be able to cut&paste one of the existing unittest.TestCase subclasses in
that file and adapt it to your own data. Thanks very much; my own datastream does
not have full coverage of the object model!
Installation
pip install ibflex

Flex Parser
The primary facility provided is the ibflex.parser module, which parses
Flex-format XML data into a hierarchy of Python objects whose structure
corresponds to that of the original Flex statements, with the data converted
into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)
Usage example:
In [1]: fromibfleximportparserIn [2]: response=parser.parse("2017-01_ibkr.xml")
In [3]: responseOut[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)
In [4]: stmt=response.FlexStatements[0]
In [5]: stmtOut[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)
In [6]: trade=stmt.Trades[-1]
In [7]: tradeOut[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)
In [8]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [9]: pos=stmt.OpenPositions[-1]
In [10]: posOut[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)
In [11]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [12]: [secforsecinstmt.SecuritiesInfoifsec.conid==trade.conid][0]
Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())
Flex Query Report Configuration
Configure Flex statements through Interactive Brokers account management .
Reports > Flex Queries > Custom Flex Queries > Configure
You can configure whatever you like and ibflex should parse it, with these exceptions:
  • You can't use European-style date formats (dd/MM/yy or dd/MM/yyyy).
Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).
  • You should use some delimiter between dates & times. The default delimiter
(semicolon) is fastest to process.
  • For the Trades section of the statement, you can't select the options at the
top for "Symbol Summary", "Asset Class", or "Orders". These will blow up
the parser. It's fine to check the box for "Asset Class" down below, along
with the other selections for XML attributes.
Flex Client
Once you've defined various Flex queries, you can generate an access token
that will allow you to generate statements and download them through the web
API, instead of logging in to get them.
Reports > Settings > FlexWeb Service
Once you've got that set up - armed with the token, and the ID# of the desired
Flex query - ibflex.client contains the facilities necessary to retrieve
them:
In [1]: fromibfleximportclientIn [2]: token='111111111111111111111111'In [3]: query_id='111111'In [4]: response=client.download(token, query_id)
In [5]: response[:215]
Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'
You can also just execute client.main() as a script:
$ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Finally, setup.py installs a script at ~/.local/bin/flexget... cron-tastic!
$ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Resources
About
Python parser for Interactive Brokers Flex XML statements
Resources
Readme
License
Activity
Stars
1 star
Watchers
0 watching
Forks
0 forks
Report repository
Releases
Packages
Contributors
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Auto-enable theater mode on YouTube\n(function() {\n function tryTheater() {\n var btn = document.querySelector('button[aria-label=\"Theater mode\"], ytd-player #player button[title=\"Theater mode\"]');\n if (btn && !btn.classList.contains('activated')) {\n btn.click();\n }\n }\n \n // Try immediately\n tryTheater();\n \n // Try after navigation (SPA)\n var lastUrl = location.href;\n setInterval(function() {\n if (location.href !== lastUrl) {\n lastUrl = location.href;\n setTimeout(tryTheater, 500);\n }\n }, 1000);\n \n // Also try on player load\n var observer = new MutationObserver(tryTheater);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "YouTube Theater Mode Default");
}
} catch(__e) { console.warn('[Userscript:YouTube Theater Mode Default]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
BranchesTags
Repository files navigation
Python parser for Interactive Brokers Flex XML statements
ibflex is a Python library for converting brokerage statement data in
Interactive Brokers' Flex XML format into standard Python data structures,
so it can be conveniently processed and analyzed with Python scripts.
N.B. This module has nothing to do with programmatic trading.
It's about reading brokerage reports.
ibflex is compatible with Python version 3.7+. The parser has no
dependencies beyond the Python standard library (although the optional client
for fetching Flex Statements from Interactive Brokers' server does depend
on requests ).
This module is alpha software! It works and it's useful, but the
API, data structures, etc. are likely to see major changes. Several XML
schemata are missing, and a few of the more newly-introduced attributes
for the existing schemata. There are probably bugs.
Pull requests are welcome. If you're submitting a pull request for an updated
type, please do me a favor and include a test case based on your real-world data
(censored to remove any personal information) in tests.test_types.py. You should
easily be able to cut&paste one of the existing unittest.TestCase subclasses in
that file and adapt it to your own data. Thanks very much; my own datastream does
not have full coverage of the object model!
Installation
pip install ibflex

Flex Parser
The primary facility provided is the ibflex.parser module, which parses
Flex-format XML data into a hierarchy of Python objects whose structure
corresponds to that of the original Flex statements, with the data converted
into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)
Usage example:
In [1]: fromibfleximportparserIn [2]: response=parser.parse("2017-01_ibkr.xml")
In [3]: responseOut[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)
In [4]: stmt=response.FlexStatements[0]
In [5]: stmtOut[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)
In [6]: trade=stmt.Trades[-1]
In [7]: tradeOut[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)
In [8]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [9]: pos=stmt.OpenPositions[-1]
In [10]: posOut[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)
In [11]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [12]: [secforsecinstmt.SecuritiesInfoifsec.conid==trade.conid][0]
Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())
Flex Query Report Configuration
Configure Flex statements through Interactive Brokers account management .
Reports > Flex Queries > Custom Flex Queries > Configure
You can configure whatever you like and ibflex should parse it, with these exceptions:
  • You can't use European-style date formats (dd/MM/yy or dd/MM/yyyy).
Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).
  • You should use some delimiter between dates & times. The default delimiter
(semicolon) is fastest to process.
  • For the Trades section of the statement, you can't select the options at the
top for "Symbol Summary", "Asset Class", or "Orders". These will blow up
the parser. It's fine to check the box for "Asset Class" down below, along
with the other selections for XML attributes.
Flex Client
Once you've defined various Flex queries, you can generate an access token
that will allow you to generate statements and download them through the web
API, instead of logging in to get them.
Reports > Settings > FlexWeb Service
Once you've got that set up - armed with the token, and the ID# of the desired
Flex query - ibflex.client contains the facilities necessary to retrieve
them:
In [1]: fromibfleximportclientIn [2]: token='111111111111111111111111'In [3]: query_id='111111'In [4]: response=client.download(token, query_id)
In [5]: response[:215]
Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'
You can also just execute client.main() as a script:
$ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Finally, setup.py installs a script at ~/.local/bin/flexget... cron-tastic!
$ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Remove or un-stick sticky/fixed headers that block content\n(function() {\n function unstick() {\n document.querySelectorAll('header, nav, [role=\"banner\"], .header, .navbar, .sticky, .fixed-top, [style*=\"position: fixed\"], [style*=\"position:sticky\"]').forEach(function(el) {\n if (el.style.position === 'fixed' || el.style.position === 'sticky' || \n getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') {\n el.style.position = 'static';\n el.style.top = 'auto';\n el.style.zIndex = 'auto';\n }\n });\n }\n \n unstick();\n \n var observer = new MutationObserver(unstick);\n observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] });\n})();", "Kill Sticky Headers");
}
} catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

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Python parser for Interactive Brokers Flex XML statements
ibflex is a Python library for converting brokerage statement data in
Interactive Brokers' Flex XML format into standard Python data structures,
so it can be conveniently processed and analyzed with Python scripts.
N.B. This module has nothing to do with programmatic trading.
It's about reading brokerage reports.
ibflex is compatible with Python version 3.7+. The parser has no
dependencies beyond the Python standard library (although the optional client
for fetching Flex Statements from Interactive Brokers' server does depend
on requests ).
This module is alpha software! It works and it's useful, but the
API, data structures, etc. are likely to see major changes. Several XML
schemata are missing, and a few of the more newly-introduced attributes
for the existing schemata. There are probably bugs.
Pull requests are welcome. If you're submitting a pull request for an updated
type, please do me a favor and include a test case based on your real-world data
(censored to remove any personal information) in tests.test_types.py. You should
easily be able to cut&paste one of the existing unittest.TestCase subclasses in
that file and adapt it to your own data. Thanks very much; my own datastream does
not have full coverage of the object model!
Installation
pip install ibflex

Flex Parser
The primary facility provided is the ibflex.parser module, which parses
Flex-format XML data into a hierarchy of Python objects whose structure
corresponds to that of the original Flex statements, with the data converted
into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)
Usage example:
In [1]: fromibfleximportparserIn [2]: response=parser.parse("2017-01_ibkr.xml")
In [3]: responseOut[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)
In [4]: stmt=response.FlexStatements[0]
In [5]: stmtOut[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)
In [6]: trade=stmt.Trades[-1]
In [7]: tradeOut[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)
In [8]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [9]: pos=stmt.OpenPositions[-1]
In [10]: posOut[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)
In [11]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [12]: [secforsecinstmt.SecuritiesInfoifsec.conid==trade.conid][0]
Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())
Flex Query Report Configuration
Configure Flex statements through Interactive Brokers account management .
Reports > Flex Queries > Custom Flex Queries > Configure
You can configure whatever you like and ibflex should parse it, with these exceptions:
  • You can't use European-style date formats (dd/MM/yy or dd/MM/yyyy).
Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).
  • You should use some delimiter between dates & times. The default delimiter
(semicolon) is fastest to process.
  • For the Trades section of the statement, you can't select the options at the
top for "Symbol Summary", "Asset Class", or "Orders". These will blow up
the parser. It's fine to check the box for "Asset Class" down below, along
with the other selections for XML attributes.
Flex Client
Once you've defined various Flex queries, you can generate an access token
that will allow you to generate statements and download them through the web
API, instead of logging in to get them.
Reports > Settings > FlexWeb Service
Once you've got that set up - armed with the token, and the ID# of the desired
Flex query - ibflex.client contains the facilities necessary to retrieve
them:
In [1]: fromibfleximportclientIn [2]: token='111111111111111111111111'In [3]: query_id='111111'In [4]: response=client.download(token, query_id)
In [5]: response[:215]
Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'
You can also just execute client.main() as a script:
$ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Finally, setup.py installs a script at ~/.local/bin/flexget... cron-tastic!
$ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Resources
About
Python parser for Interactive Brokers Flex XML statements
Resources
Readme
License
Activity
Stars
1 star
Watchers
0 watching
Forks
0 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Universal Dark Mode - works on any site\n(function() {\n var enabled = true;\n \n function applyDarkMode() {\n if (!enabled) return;\n \n // Create style element if it doesn't exist\n var style = document.getElementById('universal-dark-mode-style');\n if (!style) {\n style = document.createElement('style');\n style.id = 'universal-dark-mode-style';\n document.head.appendChild(style);\n }\n \n // Dark mode CSS - inverts colors but preserves images/video\n style.textContent = '\n /* Invert everything except media */\n html {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #1a1a2e !important;\n }\n \n /* Restore images, videos, iframes, canvas */\n img, video, iframe, canvas, svg, picture, [style*=\"background-image\"] {\n filter: invert(1) hue-rotate(180deg) !important;\n }\n \n /* Preserve specific elements that should not be inverted */\n .no-dark-mode, .no-dark-mode *,\n [data-theme=\"light\"], [data-theme=\"light\"],\n .ace_editor, .ace_editor *,\n .CodeMirror, .CodeMirror *,\n .monaco-editor, .monaco-editor *,\n .markdown-body pre, .markdown-body pre *,\n .highlight, .highlight *,\n pre code, pre code * {\n filter: none !important;\n }\n \n /* Fix common UI elements */\n .modal, .popup, .dropdown-menu, .tooltip, .popover {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #2d2d44 !important;\n border-color: #444 !important;\n }\n \n /* Scrollbars */\n ::-webkit-scrollbar { background: #1a1a2e !important; }\n ::-webkit-scrollbar-thumb { background: #444 !important; }\n ::-webkit-scrollbar-thumb:hover { background: #555 !important; }\n \n /* Selection */\n ::selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ::-moz-selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ';\n }\n \n function removeDarkMode() {\n var style = document.getElementById('universal-dark-mode-style');\n if (style) style.remove();\n }\n \n // Toggle with Alt+Shift+D\n document.addEventListener('keydown', function(e) {\n if (e.altKey && e.shiftKey && e.key === 'D') {\n e.preventDefault();\n enabled = !enabled;\n if (enabled) {\n applyDarkMode();\n console.log('[Universal Dark Mode] Enabled');\n } else {\n removeDarkMode();\n console.log('[Universal Dark Mode] Disabled');\n }\n }\n });\n \n // Apply on load\n applyDarkMode();\n \n // Re-apply on dynamic content\n var observer = new MutationObserver(function(mutations) {\n if (enabled && !document.getElementById('universal-dark-mode-style')) {\n applyDarkMode();\n }\n });\n observer.observe(document.head, { childList: true });\n \n console.log('[Universal Dark Mode] Loaded - Press Alt+Shift+D to toggle');\n})();", "Universal Dark Mode");
}
} catch(__e) { console.warn('[Userscript:Universal Dark Mode]', __e); }
})();
})();

Skip to content
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Repository files navigation
Python parser for Interactive Brokers Flex XML statements
ibflex is a Python library for converting brokerage statement data in
Interactive Brokers' Flex XML format into standard Python data structures,
so it can be conveniently processed and analyzed with Python scripts.
N.B. This module has nothing to do with programmatic trading.
It's about reading brokerage reports.
ibflex is compatible with Python version 3.7+. The parser has no
dependencies beyond the Python standard library (although the optional client
for fetching Flex Statements from Interactive Brokers' server does depend
on requests ).
This module is alpha software! It works and it's useful, but the
API, data structures, etc. are likely to see major changes. Several XML
schemata are missing, and a few of the more newly-introduced attributes
for the existing schemata. There are probably bugs.
Pull requests are welcome. If you're submitting a pull request for an updated
type, please do me a favor and include a test case based on your real-world data
(censored to remove any personal information) in tests.test_types.py. You should
easily be able to cut&paste one of the existing unittest.TestCase subclasses in
that file and adapt it to your own data. Thanks very much; my own datastream does
not have full coverage of the object model!
Installation
pip install ibflex

Flex Parser
The primary facility provided is the ibflex.parser module, which parses
Flex-format XML data into a hierarchy of Python objects whose structure
corresponds to that of the original Flex statements, with the data converted
into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)
Usage example:
In [1]: fromibfleximportparserIn [2]: response=parser.parse("2017-01_ibkr.xml")
In [3]: responseOut[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)
In [4]: stmt=response.FlexStatements[0]
In [5]: stmtOut[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)
In [6]: trade=stmt.Trades[-1]
In [7]: tradeOut[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)
In [8]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [9]: pos=stmt.OpenPositions[-1]
In [10]: posOut[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)
In [11]: print(f"{trade.tradeDate}{trade.buySell.name}{abs(trade.quantity)}{trade.symbol} @ {trade.tradePrice}{trade.currency}")
2017-01-30SELL8WMIH @ 1.4USDIn [12]: [secforsecinstmt.SecuritiesInfoifsec.conid==trade.conid][0]
Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())
Flex Query Report Configuration
Configure Flex statements through Interactive Brokers account management .
Reports > Flex Queries > Custom Flex Queries > Configure
You can configure whatever you like and ibflex should parse it, with these exceptions:
  • You can't use European-style date formats (dd/MM/yy or dd/MM/yyyy).
Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).
  • You should use some delimiter between dates & times. The default delimiter
(semicolon) is fastest to process.
  • For the Trades section of the statement, you can't select the options at the
top for "Symbol Summary", "Asset Class", or "Orders". These will blow up
the parser. It's fine to check the box for "Asset Class" down below, along
with the other selections for XML attributes.
Flex Client
Once you've defined various Flex queries, you can generate an access token
that will allow you to generate statements and download them through the web
API, instead of logging in to get them.
Reports > Settings > FlexWeb Service
Once you've got that set up - armed with the token, and the ID# of the desired
Flex query - ibflex.client contains the facilities necessary to retrieve
them:
In [1]: fromibfleximportclientIn [2]: token='111111111111111111111111'In [3]: query_id='111111'In [4]: response=client.download(token, query_id)
In [5]: response[:215]
Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'
You can also just execute client.main() as a script:
$ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
Finally, setup.py installs a script at ~/.local/bin/flexget... cron-tastic!
$ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml
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Python parser for Interactive Brokers Flex XML statements
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