如何启用TWS延迟市场数据?

时间:2017-08-03 17:46:23

标签: python algorithmic-trading interactive-brokers ibpy

这是我用来请求市场数据的脚本。

我还没有订阅数据Feed,所以我会自动返回延迟的市场数据,但显然我必须启用它,但无法找到这样做。
这是脚本和我得到的错误,我只需要接收延迟数据,所以我可以测试我的算法。

from ib.opt import ibConnection, message
from ib.ext.Contract import Contract
from time import sleep

def fundamentalData_handler(msg):
    print(msg)

def error_handler(msg):
    print(msg)

tws = ibConnection(port=7496, clientId=100)
tws.register(error_handler, message.Error)
tws.register(fundamentalData_handler, message.fundamentalData)
tws.connect()

c = Contract()
c.m_symbol = 'AAPL'
c.m_secType = 'STK'
c.m_exchange = "SMART"
c.m_currency = "USD"

print "on it"

tws.reqMktData(897,c,"",False)
sleep(50)

tws.disconnect()

错误:

<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:hfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:eufarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:jfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm.us>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ilhmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:euhmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:fundfarm>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds>
<error id=897, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled>

1 个答案:

答案 0 :(得分:7)

文档建议(强调和格式添加)

  

API可以通过IBApi.EClient.reqMarketDataType

切换市场数据类型,从Trader Workstation请求实时,冻结,延迟和延迟冻结市场数据
# Switch to live (1) frozen (2) delayed (3) delayed frozen (4).

.reqMarketDataType( MarketDataTypeEnum.DELAYED )
     

必须在使用.reqMktData()进行市场数据请求之前调用