ibpy

问题 I'm struggling with the results of a ScannerSubscription . For example, if I request: qqq_id = 0 subscript = ScannerSubscription() subscript.numberOfRows(15) subscript.m_scanCode = 'HIGH_OPEN_GAP' subscript.m_instrument = 'STK' subscript.m_averageOptionVolumeAbove = '' subscript.m_couponRateAbove = '' subscript.m_couponRateBelow = '' subscript.m_abovePrice = '5' subscript.m_belowPrice = '' subscript.m_marketCapAbove = '' subscript.m_marketCapBelow = '' subscript.m_aboveVolume = '100000'

问题 Interactive Brokers just released a python version of their API. I am trying to get data. I am using the 'examples' in 'Program.py', and just trying to get account values. I just want to know what the account liquidation value is, and get that into python. This is the documentation. And this is the code to create and send the request: app = TestApp() app.connect("127.0.0.1", 4001, clientId=0) print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime())) app

问题 I know that in ibpy I could place order to create a new order: self._tws.placeOrder(order_id,contract, order) However, suppose I know want to change the limit price of some already placed order. Is there anything like:? self._tws.editOrder(order_id,contract, order) Or simply use place order with the specific order_id is ok? 回答1: You just call placeOrder again with the same orderId but with changed data. You can only change certain fields but m_lmtPrice is easy. From the docs, Modification of

问题 http://interactivebrokers.github.io/tws-api/ maybe a useful link. This picture is from java API guide of Interacitve Brokers and the numbers I want are price and commission in trade log. 回答1: from ib.opt import Connection, message from ib.ext.Contract import Contract from ib.ext.Order import Order from ib.ext.CommissionReport import CommissionReport from ib.ext.TickType import TickType as tt Make functions to handle each type of callback you're interested in. def error_handler(msg): print

问题 I am trying to obtain historical data from Interactive Brokers (IB) through Ibpy. I have tried several scripts for this task, which I have adapted from others who indicate that it should work. None of them work for me, however! I am new to python, so I admit that I do not have complete insight into the workings of these methods - however, I should have tried the most obvious fixes. Below I have listed two of the scripts I have tried. I'm using python 2x. In TWS I have the following settings:

问题 I am trying to use IbPY to pull the price of a stock along with its financial statements. I'm new to python and don't entirely understand the complexities of calling some of the different methods within IbPy. I wrote some code to loop through the SP 500 and pull the bid/ask for each stock. I was hoping someone might be able to help me figure out the next step to pull the financial statements. Thoughts on the best way to do that? from ib.opt import ibConnection, message from ib.ext.Contract

问题 I'm trying to get currency rates from interactive broker using ibpy library and there is code i found on google and i changed a little. from ib.ext.Contract import Contract from ib.opt import ibConnection, message from time import sleep # print all messages from TWS def watcher(msg): print msg # show Bid and Ask quotes def my_BidAsk(msg): if msg.field == 1: print ('bid: %s' % ( msg.price)) bid=msg.price elif msg.field == 2: print ('ask: %s' % (msg.price)) ask=msg.price elif msg.field==9:

问题 I have looked at everything in here that my help me, but it doesn't seem to work, I am relatively new at programming, and any responses will be greatly appreciated. I need to be able to download the stock price of Apple into a variable and print it. I am using the demo version of Interactive Brokers' TWS. from ib.ext.Contract import Contract from ib.opt import ibConnection, message from time import sleep # print all messages from TWS def watcher(msg): print msg # show Bid and Ask quotes def

问题 Here is a script I am using to request market data. I am not subscribed to the data-feed yet, so I though it would automatically return delayed market data, but apparently I have to enable it, but cannot find where to do that. Here is the script and the errors I get, all I need is to receive delayed data, so I can test my algorithm. from ib.opt import ibConnection, message from ib.ext.Contract import Contract from time import sleep def fundamentalData_handler(msg): print(msg) def error

问题 I'm using IbPy to read current orders. The response messages which come back to be processed with EWrapper methods have some attributes which appear to be of the wrong type. To start, here is my handler for Order-related messages. It is intended to catch all messages due to having called reqAllOpenOrders() . from ib.opt import ibConnection, message from ib.ext.Contract import Contract from ib.ext.Order import Order from ib.ext.OrderState import OrderState _order_resp = dict(openOrderEnd=False