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from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum
from time import sleep
class TestApp(EWrapper, EClient):
def __init__(self):
EClient.__init__(self, self)
def error(self, req_id, error_code, error_string):
print("Error: ", req_id, " ", error_code, " ", error_string)
def tickPrice(self, req_id, tick_type, price, attrib):
print("Tick Price. req_id:", req_id, "tick_type:", TickTypeEnum.to_str(tick_type), "Price:", price, end=' ')
def tickSize(self, req_id, tick_type, size):
print("Tick Size. req_id:", req_id, "tickType:", TickTypeEnum.to_str(tick_type), "Size:", size)
def main():
app = TestApp()
app.connect("127.0.0.1", 7497, 0)
sleep(1)
# Switch to delayed-frozen data if live is not available
app.reqMarketDataType(4)
# Stock
con_stk = Contract()
con_stk.symbol = "AAPL"
con_stk.secType = "STK"
con_stk.exchange = "SMART"
con_stk.currency = "USD"
con_stk.primaryExchange = "NASDAQ"
app.reqMktData(reqId=1, contract=con_stk, genericTickList="", snapshot=False, regulatorySnapshot=False, mktDataOptions=[])
# Futures
con_fut = Contract()
con_fut.symbol = "ES"
con_fut.localSymbol = "ESU1"
con_fut.secType = "FUT"
con_fut.lastTradeDateOrContractMonth = "20210917"
con_fut.currency = "USD"
con_fut.exchange = "SMART"
con_fut.primaryExchange = "GLOBEX"
app.reqMktData(reqId=2, contract=con_fut, genericTickList="", snapshot=False, regulatorySnapshot=False, mktDataOptions=[])
app.run()
if __name__ == "__main__":
main()
{"mode":"full","isActive":false}
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