Footprint charts and order flow tools for Interactive Brokers
SabrTrader connects to the TWS or IB Gateway you already run. Stocks, futures, forex and options from one IBKR login, with footprint charts, a Level 2 heatmap, a SuperDOM and order entry on the chart.
Download SabrTrader free See pricingRuns on Windows, next to TWS. Your account and your money stay at IBKR.
Tick-by-tick stocks and futures, Level 2 depth, no per-order book
SabrTrader is a Windows trading platform that connects to Interactive Brokers through Trader Workstation or IB Gateway. It streams tick-by-tick trades and quotes for stocks and futures, reads IBKR's Level 2 depth, loads option chains with greeks and routes orders to your IBKR account. What IBKR doesn't provide is per-order Market by Order data.
What an Interactive Brokers connection delivers in SabrTrader
| Topic | With Interactive Brokers |
|---|---|
| Asset classes | Stocks and ETFs, futures, forex, listed options and indices |
| Live data | Tick-by-tick trades and best bid and ask for stocks and futures. Options and indices arrive as IBKR's aggregated quote updates. Forex streams as a midpoint price |
| Depth (Level 2) | Yes, aggregated, for stocks and futures, when your IBKR account has the depth subscription. Not for forex or cash indices |
| Market by Order | No. Depth from IBKR is size per price, not individual orders |
| Historical data | Bars, from one second upward. Futures history loads as IBKR's continuous contract. No historical trade-by-trade tape |
| Order placement | Yes. Market, limit, stop and stop-limit orders, with working orders changed in place |
| Options | Option chains with streamed greeks. Option orders are single-leg on this connection |
| Paper trading | Yes, with your IBKR paper login |
| What you need | TWS or IB Gateway running and logged in, the API switched on in its settings, and IBKR market data subscriptions for the exchanges you trade |
What works on each IBKR asset class
IBKR doesn't send the same kind of data for every instrument, and that decides which order flow tools are worth opening on it.
Stocks and futures
The full set. IBKR streams each trade and each change of the best bid and ask, so the footprint, delta and volume profile build from real prints. With a depth subscription the SuperDOM and the liquidity heatmap run on Level 2.
Options
Chains with live quotes and greeks. IBKR doesn't stream options trade by trade in real time, so an option's own footprint is coarse. Read the underlying with order flow and use the chain for the contract. More on the options page.
Forex
Charts and order entry. IBKR forex has no trade prints, so SabrTrader charts the midpoint. That leaves no bid and ask volume to build a footprint from, and no depth ladder.
Indices
Cash indices such as the 10-year yield chart as reference prices. They have no order book and you can't trade them directly.
It's real Level 2. It isn't the per-order book.
The heatmap and the SuperDOM read one order book. With IBKR that book is aggregated Level 2: the total size at each price. For a stock on IBKR's smart routing that's IBKR's combined multi-exchange book, and for a future it's the exchange's own.
What you don't get is the per-order view. Iceberg detection and queue position need Market by Order data, and IBKR doesn't offer it. If that's what you trade from, add a futures feed such as Rithmic next to IBKR. Both connections run at the same time.
Everything else on the order flow page applies: footprint templates, imbalances, absorption and volume profile.
IBKR history is bars, so the footprint builds live
Through this connection IBKR serves historical bars, not a record of every past trade. Candles, indicators and volume load for the days you ask for.
The bid and ask detail inside a footprint bar comes from the live stream. Open the chart before the session you want to read, and it fills in as the market trades.
IBKR caps how many instruments you can stream at once, and charts, depth ladders and option chain rows all draw on that allowance. It also paces historical requests, so very deep history on many charts loads slowly. And TWS restarts once a day, which drops the connection until it's back.
Connect SabrTrader to TWS or IB Gateway
SabrTrader doesn't log in to IBKR itself. It talks to the TWS or IB Gateway on your PC, which is already logged in. There's no API key to create.
- Start TWS or IB Gateway and log in. In its API settings, enable socket clients and switch off Read-Only API if you want to place orders.
- Add Interactive Brokers in the SabrTrader Connections window and choose which of the two programs you run.
- Leave the host on 127.0.0.1 and give SabrTrader its own API client id, different from any other program attached to the same TWS.
- Tick the paper option for a paper login. SabrTrader picks the matching port by itself.
The guide has every TWS setting, with screenshots: Connecting Interactive Brokers to SabrTrader.
Interactive Brokers questions we get
Can I get footprint charts with Interactive Brokers data?
Yes, for stocks and futures. IBKR streams those trade by trade together with the best bid and ask, and that's what a footprint is built from. You need the real-time market data subscription for the exchange in your IBKR account.
Does Interactive Brokers provide Level 2 for the SuperDOM and heatmap?
It does, as aggregated depth for stocks and futures. You need an IBKR depth subscription for that exchange, and IBKR limits how many depth ladders can be open at the same time.
Does IBKR offer Market by Order data?
No. IBKR depth is size per price level. For the per-order SuperDOM view and iceberg detection you need a feed that carries Market by Order, such as Rithmic or Databento.
Do I need TWS running the whole time?
You do. TWS or IB Gateway has to stay open and logged in. SabrTrader connects to it over a local socket, so when TWS closes or restarts the connection drops until it's back.
Can I trade options on IBKR from SabrTrader?
Yes, one leg at a time. The option chain loads with streamed greeks and you can send single-leg orders. Multi-leg strategies as one package order aren't sent through the IBKR connection.
Does it work with an IBKR paper account?
It works. Log in to TWS or IB Gateway with your paper user and tick the paper option on the connection. Keep a separate connection for live and for paper so you always see which one is active.
Why does my footprint have no detail on older bars?
Because IBKR supplies bar history on this connection, not past trades. The candles load, and the bid and ask volume per price fills in from the moment the chart is streaming live.
Put order flow on your IBKR account
Install SabrTrader next to TWS, connect, and open a footprint on a stock or future you trade.
Download SabrTrader free Compare plansWhich plan includes which tool is on the pricing page.