如何在python控制台上检索和显示来自TWS的历史数据?
我能够成功地建立从python到如何在python控制台上检索和显示来自TWS的历史数据?,python,ibpy,tws,Python,Ibpy,Tws,我能够成功地建立从python到TWS的连接,但是我无法获取数据,或者不确定数据是否已获取但未显示 我是新手,你能帮我从TWS获取历史数据吗?这对我很有用 from ibapi.wrapper import EWrapper from ibapi.client import EClient from ibapi.utils import iswrapper from ibapi.common import * from ibapi.contract import * from ibapi.tic
TWS
的连接,但是我无法获取数据,或者不确定数据是否已获取但未显示
我是新手,你能帮我从TWS
获取历史数据吗?这对我很有用
from ibapi.wrapper import EWrapper
from ibapi.client import EClient
from ibapi.utils import iswrapper
from ibapi.common import *
from ibapi.contract import *
from ibapi.ticktype import *
class TestApp(EWrapper, EClient):
def __init__(self):
EClient.__init__(self,self)
def error(self, reqId: TickerId, errorCode:int, errorString:str):
print('Error:', reqId, " ", errorCode, " ", errorString)
def contractDetails(self, reqId:int, contractDetails:ContractDetails):
print("contractDetails: ", reqId, " ", contractDetails)
def marketDataType(self, reqId: TickerId, marketDataType: int):
super().marketDataType(reqId, marketDataType)
print("MarketDataType. ", reqId, "Type:", marketDataType)
@iswrapper
def tickPrice(self, reqId: TickerId, tickType: TickType, price: float, attrib: TickAttrib):
super().tickPrice(reqId, tickType, price, attrib)
print("Tick Price. Ticker Id:", reqId, "tickType:", tickType, "Price:", price, "CanAutoExecute:", attrib.canAutoExecute, "PastLimit", attrib.pastLimit)
@iswrapper
def tickSize(self, reqId: TickerId, tickType: TickType, size: int):
super().tickSize(reqId, tickType, size)
print("Tick Size. Ticker Id:", reqId, "tickType:", tickType, "Size:", size)
@iswrapper
def tickString(self, reqId: TickerId, tickType: TickType, value: str):
super().tickString(reqId, tickType, value)
print("Tick string. Ticker Id:", reqId, "Type:", tickType, "Value:", value)
@iswrapper
def tickGeneric(self, reqId: TickerId, tickType: TickType, value: float):
super().tickGeneric(reqId, tickType, value)
print("Tick Generic. Ticker Id:", reqId, "tickType:", tickType, "Value:", value)
def main():
app = TestApp()
app.connect("127.0.0.1", 4001, 0)
contract = Contract();
contract.symbol = "VIX";
contract.secType = "FUT";
contract.exchange = "CFE";
contract.currency = "USD";
contract.lastTradeDateOrContractMonth = "20170621";
app.reqMktData(1001, contract, "", False, False, [])
app.run()
sleep(10)
app.disconnect()
if __name__ == '__main__':
main()
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