Python IB API Reqhistoricaldata

时间:2019-01-01 22:36:48

标签: python

我希望callback.historical_data从9:30 AM返回数据,但是它从4 AM开始。

我正在使用IB API和Python。请在下面查看我的代码。

contract_Details = create.create_contract('BA', 'STK', 'SMART', 'USD')
tickerId = 9004
tws.reqHistoricalData(tickerId, 
                  contract_Details, 
                  "20181231 16:00:00",
                  "1 D", 
                  "30 secs", 
                  "BID", 
                  0, 
                  1)
pd.set_option('display.height', 2102)
pd.set_option('display.max_rows', 2102)
data= pd.DataFrame(callback.historical_Data, 
               columns = ["reqId", "date", "open",
                          "high", "low", "close", 
                          "volume", "count", "WAP", 
                          "hasGaps"])

数据:

data[:2102]
reqId   date    open    high    low close   volume  count   WAP hasGaps
0   9004    20181231 04:00:00   310.35  317.05  310.35  317.05  -1  -1  -1.0    False
1   9004    20181231 04:00:30   317.05  317.05  317.05  317.05  -1  -1  -1.0    False
2   9004    20181231 04:01:00   317.05  317.05  317.05  317.05  -1  -1  -1.0    False
3   9004    20181231 04:01:30   317.05  317.05  317.05  317.05  -1  -1  -1.0    False
4   9004    20181231 04:02:00   317.05  317.05  317.05  317.05  -1  -1  -1.0    False
5   9004    20181231 04:02:30   317.05  317.11  317.05  317.11  -1  -1  -1.0    False
6   9004    20181231 04:03:00   317.11  317.11  317.11  317.11  -1  -1  -1.0    False
7   9004    20181231 04:03:30   317.11  317.11  317.11  317.11  -1  -1  -1.0    False
8   9004    20181231 04:04:00   317.11  317.11  317.11  317.11  -1  -1  -1.0    False
9   9004    20181231 04:04:30   317.11  317.11  317.11  317.11  -1  -1  -1.0    False
10  9004    20181231 04:05:00   317.11  317.11  317.11  317.11  -1  -1  -1.0    False
11  9004    20181231 04:05:30   317.11  317.11  317.11  317.11  -1  -1  -1.0    False
12  9004    20181231 04:06:00   317.11  317.11  317.11  317.11  -1  -1  -1.0    False
13  9004    20181231 04:06:30   317.11  317.11  317.11  317.11  -1  -1  -1.0    False
14  9004    20181231 04:07:00   317.11  317.25  317.11  317.25  -1  -1  -1.0    False
15  9004    20181231 04:07:30   317.25  317.25  317.25  317.25  -1  -1  -1.0    False
16  9004    20181231 04:08:00   317.25  317.25  317.25  317.25  -1  -1  -1.0    False
17  9004    20181231 04:08:30   317.25  317.25  317.25  317.25  -1  -1  -1.0    False
18  9004    20181231 04:09:00   317.25  317.25  317.25  317.25  -1  -1  -1.0    False
19  9004    20181231 04:09:30   317.25  317.25  317.25  317.25  -1  -1  -1.0    False
20  9004    20181231 04:10:00   317.25  317.25  317.25  317.25  -1  -1  -1.0    False
21  9004    20181231 04:10:30   317.25  317.25  317.25  317.25  -1  -1  -1.0    False
22  9004    20181231 04:11:00   317.25  317.25  317.25  317.25  -1  -1  -1.0    False
23  9004    20181231 04:11:30   317.25  317.26  317.25  317.26  -1  -1  -1.0    False
24  9004    20181231 04:12:00   317.26  317.26  317.26  317.26  -1  -1  -1.0    False
25  9004    20181231 04:12:30   317.26  317.26  317.26  317.26  -1  -1  -1.0    False
26  9004    20181231 04:13:00   317.26  317.31  317.26  317.26  -1  -1  -1.0    False
27  9004    20181231 04:13:30   317.26  317.35  317.25  317.35  -1  -1  -1.0    False
28  9004    20181231 04:14:00   317.35  317.35  317.35  317.35  -1  -1  -1.0    False
29  9004    20181231 04:14:30   317.35  317.35  317.35  317.35  -1  -1  -1.0    False
30  9004    20181231 04:15:00   317.35  317.35  317.35  317.35  -1  -1  -1.0    False
31  9004    20181231 04:15:30   317.35  317.35  317.35  317.35  -1  -1  -1.0    False

我不希望它从凌晨4点开始,而是在市场开放时的9:30开始。

0 个答案:

没有答案