tws

问题 I have a python script that reads data from the TWS API (Interactive Brokers) and want to dump the data in a csv file. Right now it just overwrites the data and prints the last line along with a bunch of other values I don't want. It prints out the values fine with print(df). Code: from ibapi.client import EClient from ibapi.wrapper import EWrapper from ibapi.common import * from ibapi.contract import * from threading import Timer from ibapi.ticktype import * import pandas as pd import numpy

问题 I am trying to get news feed (Broad Tape) not specific to any equity but running into error after running this code from ibapi.client import EClient from ibapi.wrapper import EWrapper from ibapi.contract import * class MyWrapper(EWrapper): def nextValidId(self, orderId:int): print("setting nextValidOrderId: %d", orderId) self.nextValidOrderId = orderId # start program here or use threading app.reqContractDetails(4444, contract) def newsProviders(self, newsProviders: ListOfNewsProviders):

问题 I am trying to apply the pandas module to my code in order to re-organize the messages received back from IB TWS server. The code is from ibapi.client import EClient from ibapi.wrapper import EWrapper from ibapi.contract import Contract class MyWrapper(EWrapper): def nextValidId(self, orderId:int): print("Setting nextValidOrderId: %d", orderId) self.nextValidOrderId = orderId self.start() def historicalData(self, reqId, bar): print("HistoricalData. ", reqId, "Date:", bar.date, "Open:", bar

问题 In the following code i am collecting data to pandas dataframe called ohlcv as a function and running the app throw to the ib server: from ibapi.client import EClient from ibapi.wrapper import EWrapper from ibapi.contract import Contract from ibapi.ticktype import TickTypeEnum from ibapi.common import * #for TickerId type import pandas as pd from socket import error as SocketError import errno def read_ohlcv(reqId, symbol, sec_type, exch, prim_exch, curr, durationStr, barSizeSetting):

问题 I'm doing some self-learning and experimentation with algorithmic trading and the IB API. I decided to use Java but I'm open to switching to C++. I went through an online tutorial that walks you through the code shown below but was wondering about extending it past just one stock. I want to go through all SP500 stocks and check ticker data to make decisions based on that. The code below will create a contract for and get data for Microsoft but I'd like to get data for all 500 stocks. All of

问题 I am trying out this new python package ib_insync. https://github.com/erdewit/ib_insync I ran the python script below; from ib_insync import * ib = IB() ib.connect('127.0.0.1', 7496, clientId=1) contract = Forex('EURUSD') bars = ib.reqHistoricalData(contract, endDateTime='', durationStr='30 D', barSizeSetting='1 hour', whatToShow='MIDPOINT', useRTH=True) # convert to pandas dataframe: df = util.df(bars) print(df[['date', 'open', 'high', 'low', 'close']]) I encountered the error IB API from

问题 Can someone help me to figure out how to do basic request by using IB API Python socket? (I am using the latest IB API and it seems it support Python so should not need the Ibpy which people used to use) My code like this can simply work and make it connect to TWS. The problem is : I have no idea how to "see" the message sending back from IB. from ibapi import wrapper from ibapi.client import EClient from ibapi.contract import * w = wrapper.EWrapper() myTWS = EClient(w) myTWS.connect(host=

问题 I am using Matlab's built-in Interactive Broker library to connect and use TWS. I am trying to request real time data, however, after a while it just gets stuck on the same price. It updates normally for a few minutes and then later it just stops updating and the same prices are given. Is there something wrong with my code? try close(ib); close(conn); catch end clear all; ibBuiltInRealtimeData = struct('id',0,'BID_PRICE',0,'BID_SIZE',0,'ASK_PRICE',0,'ASK_SIZE',0); ib = ibtws('',7496); f =

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 Anyone has any idea how to use algoStrategy and algoParams in IBrokers package? I tried creating a list for algoParams but in vain. For example: library(IBrokers) twsOrder(reqIds(twsconn), "BUY", "10", "MKT", transmit = TRUE, algoStrategy = "VWAP", algoParams = list(maxPctVol = "0.2", startTime = "13:00:00 HKT", endTime = "13:30:00 HKT", allowPastEndTime = 0, noTakeLiq = 0, speedUp = 0, monetaryValue = "")) My orders turn out to be Market Orders. Thus, I assume my input into algoStrategy and