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。