pysystemtrade
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New report - live vs sim performance
Hi @robcarver17,
Have you thought about using IB's Flex Web Service to extract your accounts' NAV history?
I use it daily to extract previous close positions along with today's fills to create an intraday broker positions report to compare with my simulated positions.
If you meant live vs simulated fill reconciliation, you can also extract fills from the same service.
I look forward to your response.
Pierre
I get NAV history intraday through the API, and also fill data through the API. So the data exists, it's just a question of making it an easy report.