wesm / ib-flex-analyzer

Analyze your Interactive Brokers Flex XML reports with pandas

Requires: pandas, lxml

Steps to better understanding your Interactive Brokers account:

1. Create Flex requests that retrieve every available field

2. Save returned Flex XML reports for contiguous non-overlapping periods of time; the end date must be the last business day of a month otherwise some of the flex fields like MTDYTDPerformanceSummary will not be present. I recommend that you use the last business day of the year for historical data. At time of this writing I was able to create annual reports for 2011 through 2014, and 2015 year-to-date.

3. Use the FlexStatement class to parse individual reports, or modify analyze-comprehensive.py to your suiting to roll up multiple years of P&L.