IBKR Non-Print Line Break Research

$10-30 USD

Completed

Posted 6 days ago

$10-30 USD

Paid on delivery

IF YOU DONT THINK THIS IS EXTREMELY SIMPLE FROM THE OUTSET. "DO NOT BID" I WILL IGNORE YOU!!!!!!.......... $20 PROJECT MAX, OR $25 IF YOU ARE GOOD PROJECT: NON-PRINT BID/ASK STRUCTURE RESEARCH PLATFORM (PHASE 1) OBJECTIVE Build a lightweight Python application that uses Interactive Brokers (IBKR) Time & Sales data to create and maintain two custom Non-Print Line Break structure engines. This phase is focused on data collection, structure generation, storage, replay, and backtesting preparation only. No AI development is required. PHASE 1 SCOPE Build only two engines: ENGINE 1 * Bid Non-Print Structure Engine * Uses ONLY Bid-side Non-Print data * Structure Setting: * 1 Line Break * 1 Tick Interval ENGINE 2 * Ask Non-Print Structure Engine * Uses ONLY Ask-side Non-Print data * Structure Setting: * 1 Line Break * 1 Tick Interval DATA SOURCE Interactive Brokers API Preferred Library: * ib_insync Required Data: * Time & Sales * Bid Price * Bid Size * Ask Price * Ask Size * Timestamp NON-PRINT DATA REQUIREMENTS The system must identify and store: Bid Engine: * Bid-side non-print events * Bid liquidity voids * Bid skipped price levels * Bid zero-volume regions * Bid structural gaps Ask Engine: * Ask-side non-print events * Ask liquidity voids * Ask skipped price levels * Ask zero-volume regions * Ask structural gaps NON-PRINT DEFINITION A Non-Print Event is defined as: * A price level where no trade occurred * A price level containing zero executed volume * A price level skipped during movement * A price level receiving no execution despite surrounding activity The system must preserve these locations exactly. LINE BREAK ENGINE REQUIREMENTS Create two independent Line Break structure engines: 1. Bid Non-Print Line Break Engine 2. Ask Non-Print Line Break Engine Both engines must: * Be generated from Non-Print structure data * Use 1 Line Break * Use 1 Tick Interval * Maintain historical state * Update in real time * Support replay and backtesting LIGHTWEIGHT RESEARCH FEATURES For every structural event store: * Timestamp * Event ID * Engine (Bid or Ask) * Previous State * New State * Void Start Price * Void End Price * Void Size * Void Persistence Duration * Structural Velocity * Structural Acceleration FORMULA DEFINITIONS 1. VOID SIZE Formula: Void Size = Abs(Void End Price - Void Start Price) Example: Void Start = 100.00 Void End = 100.25 Void Size = 0.25 2. VOID PERSISTENCE DURATION Formula: Void Persistence = Void End Timestamp - Void Start Timestamp Measured in: * Seconds or * Milliseconds Example: Void begins at 09:30:01 Void ends at 09:30:08 Persistence = 7 Seconds 3. STRUCTURAL VELOCITY Purpose: Measure how quickly structure is forming. Formula: Structural Velocity = Number Of New Line Break Structures / Elapsed Time Example: 10 New Structures Created Over 20 Seconds Velocity = 0.50 Structures Per Second Store continuously. 4. STRUCTURAL ACCELERATION Purpose: Measure whether structural formation is speeding up or slowing down. Formula: Acceleration = Current Velocity ---------------- Previous Velocity Example: Current Velocity = 0.80 Previous Velocity = 0.50 Acceleration = +0.30 Example: Current Velocity = 0.20 Previous Velocity = 0.50 Acceleration = -0.30 Store continuously. 5. EVENT ID Every structural event must receive a unique identifier. Examples: BID_000001 BID_000002 ASK_000001 ASK_000002 CSV EXPORT REQUIREMENTS Automatically export research-ready CSV files. Minimum fields: * Timestamp * Event ID * Engine * Previous State * New State * Void Start Price * Void End Price * Void Size * Void Persistence * Structural Velocity * Structural Acceleration These exports will later be used in external quantitative research platforms such as QuantStrategy X and QuantConnect Lean. RESOURCE OPTIMIZATION REQUIREMENTS The application will run on a laptop with 16GB RAM. The architecture must be optimized for low memory and low CPU usage. Requirements: * Incremental updates only * No full historical recalculations * Event-driven processing * Async architecture * Efficient in-memory structures * Database-backed historical storage * Load historical data on demand * Avoid keeping entire history in RAM Preferred Storage: * PostgreSQL or * TimescaleDB VISUAL PREVIEW Create two simple chart preview windows: Window A * Bid Non-Print Line Break Chart Window B * Ask Non-Print Line Break Chart Purpose: * Verify that Line Break construction is correct * Confirm structure integrity Advanced charting features are not required. Simple visualization is sufficient. BACKTESTING Include a simple open-source backtesting framework. Requirements: * Backtest Bid Engine independently * Backtest Ask Engine independently * Export results to CSV The purpose is to generate research datasets that can later be imported into: * QuantStrategy X * QuantConnect Lean * Other quantitative research platforms Those integrations are NOT part of this project. DELIVERABLES * Python source code * Interactive Brokers integration * Bid Non-Print Engine * Ask Non-Print Engine * Two preview charts * Historical database storage * Replay capability * Backtesting module * CSV export functionality * Documentation and setup instructions PRIMARY GOAL Build an efficient research platform that converts IBKR Time & Sales data into two independent Non-Print Line Break structure engines while minimizing RAM and CPU usage on a 16GB laptop, while preserving high-quality historical data for future quantitative research and strategy development.

Project ID: 40540331

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@jordanrafael7

Hello. I understand you need someone who can immediately see this is straightforward and get it done without overcomplicating the IBKR non-print line break issue. I work with Python and PostgreSQL regularly for data processing tasks that involve parsing API responses and cleaning datasets. My experience includes writing Python scripts to handle data extraction, transforming raw outputs, and storing cleaned results in PostgreSQL databases. I've dealt with formatting inconsistencies in financial data feeds before, so I recognize when line breaks or encoding quirks need a direct fix rather than a drawn-out investigation. My approach would be: - Pull sample data from IBKR API or provided source and identify where the non-print characters appear - Write a Python script to strip or replace those line breaks during data processing - Store the cleaned data in PostgreSQL and verify the output matches your expected format Are you working with real-time streaming data from IBKR, or is this a one-time batch cleanup of historical records? I can start immediately and keep communication direct via Freelancer messages. Let me know the specifics and I'll move forward right away. Best regards, Jordan Rafael G.

$10 USD in 1 day

5.0

(4 reviews)

2.9

11 freelancers are bidding on average $21 USD for this job

@PINESCRIPTERR

Hi, I can build this Phase 1 as a lightweight Python research tool around IBKR Time & Sales, with two separate engines: one for Bid-side non-print structure and one for Ask-side non-print structure. I’d keep the design simple and efficient: `ib_insync` for IBKR data, async event-driven processing, incremental updates, database-backed storage, and CSV exports ready for later research use. The engines would track the non-print locations, skipped levels, zero-volume regions, line-break state changes, event IDs, void size, persistence, velocity, and acceleration without recalculating the full history each time. For validation, I’d add two basic preview charts and a replay/backtest module that can run Bid and Ask independently, then export the results cleanly. No AI layer, no unnecessary extras, just the research platform described. Question 1: Do you already have IBKR API access working locally through TWS or IB Gateway? Question 2: Would you prefer PostgreSQL first, or a simpler local database for Phase 1 testing? Regards, Houssame

$20 USD in 7 days

4.6

(12 reviews)

6.5

@arslanshahid386

Hi there, I see you're looking to build a lightweight Python application that leverages Interactive Brokers Time & Sales data to create two Non-Print Line Break structure engines. My approach would focus on efficiently collecting and processing this data, ensuring real-time updates while preserving historical integrity in a low-resource environment. With 4+ years of experience in Python development and working with APIs, I can create the bid and ask engines as you described, ensuring they meet the requirements for structure generation, data storage, and replay functionality. To ensure a smooth process, could you clarify how you envision handling the historical data loading mechanism? Best regards, Arslan Shahid

$10 USD in 1 day

5.0

(12 reviews)

4.4

@durgesh8527

With a solid 12+ years of experience, our full-stack development team is highly skilled to handle the complexity and scope of your IBKR Non-Print Line Break Research project. Our expertise spans across web and software development with a particular strength in Python. We understand both the nuances of the language, including your preferred library ib_insync and how to employ them effectively to deliver precision outputs matching your specifications. Having worked on various projects that involve data collection, storage, replay, and backtesting preparation (similar to your Data Source requirements), we have gained a deep understanding and appreciation for the details entailed in their execution. Our extensive cloud, DevOps, and security experience will ensure that we deliver an optimized architecture that economical in terms of memory as well as CPU usage.

$10 USD in 7 days

4.6

(10 reviews)

4.3

@adnanmalik756

Hi, I hope you're doing well. I have carefully reviewed your project, IBKR Non-Print Line Break Research, and I'm confident I can deliver a high quality solution tailored to your requirements. I'm a Full Stack Developer with 5+ years of experience building websites, SaaS platforms, AI powered applications, automation tools, web scrapers, lead generation systems, and custom software. I focus on delivering reliable, high quality solutions that meet business objectives while maintaining accuracy, performance, and scalability. Whether your project involves software development, automation, data extraction, or lead generation, I'm confident I can provide the right solution. I'd be happy to discuss your project in more detail and recommend the best approach before we get started. Thank you for your time and consideration. I look forward to working with you. Best regards, Adnan Hussain Full Stack Developer | Technical Fixes | AI Automation | Lead Generation & Extraction Expert | Websites Dev

$30 USD in 1 day

5.0

(1 review)

1.7

@haseebsidd07

Hi there, I noticed your project focusing on building a lightweight Python application for Non-Print Bid/Ask structure research is indeed a unique challenge worth exploring. With extensive experience in developing similar systems and using the Interactive Brokers API, I am confident in delivering an effective solution for your requirements. I am Abdul Haseeb Siddiqui, a software developer with over 6 years of experience in Python, Data Processing, PostgreSQL, and Statistical Analysis. My skills extend to API development, Data Visualization, Backtesting, and efficient data collection, precisely relevant to your project's objectives. You can view my previous work and relevant portfolio here: https://www.freelancer.com/u/haseebsidd07 I look forward to the opportunity to work on this project and create a robust application tailored to your specifications. Thank you, Regards, Abdul Haseeb Siddiqui

$10 USD in 7 days

1.0

(2 reviews)

3.1

@artemb35

Hi there, Your primary need is to build a lightweight Python application that efficiently processes Interactive Brokers (IBKR) Time & Sales data to create two Non-Print Line Break structure engines. I specialize in developing optimized data processing applications and have experience specifically with Python and the IBKR API, having completed similar projects that required real-time data handling and efficient storage solutions. To execute this project, I will first set up the connection to the IBKR API using the ib_insync library to collect the necessary Time & Sales data. Then, I'll develop the Bid and Ask Non-Print Line Break engines, ensuring they meet the outlined requirements for structure generation, real-time updates, and CSV export functionality. I will also implement a PostgreSQL database for efficient historical data storage while keeping memory usage low. You can check my relevant work at freelancer.com/u/artemb35. What specific performance metrics or benchmarks do you have in mind for the application? I look forward to the opportunity to collaborate on this project!

$20 USD in 7 days

0.0

(0 reviews)

0.0

@codeandcommand

Pulling IBKR data via TWS API, filtering for non-print line break conditions, and running the analysis in Python is straightforward. I can have results and a clean visual output ready within 24 hours. Available to start right now. The bid reflects the description as posted. Final number depends on what we cover in a quick conversation. Want to jump on a quick call?

$30 USD in 1 day