Wondering if there is any way I can access bond data via QR. I want to download T-bill data into Pandas for analysis (e.g., plot yield-curve, calculate spreads). For reference, check out the Bond Scanner in TWS.
The TWS scanner is available in a more limited form via the IBKR API but there’s no QuantRocket wrapper for it so you would have to access the IBKR API directly. Some (oldish) sample code is here. IBKR doesn’t document the available scan parameters very clearly, so unfortunately there’s a lot of trial and error.
Thanks for letting me know. I'll look into this.