def mostactive(self, location, pricemin, pricemax):
global scan
scan = []
subscript = ScannerSubscription()
subscript.numberOfRows(200)
subscript.m_scanCode = 'MOST_ACTIVE'
subscript.m_instrument = 'STK'
subscript.m_averageOptionVolumeAbove = ''
subscript.m_couponRateAbove = ''
subscript.m_couponRateBelow = ''
subscript.m_abovePrice = pricemin
subscript.m_belowPrice = pricemax
subscript.m_marketCapAbove = ''
subscript.m_marketCapBelow = ''
subscript.m_aboveVolume = ''
subscript.m_stockTypeFilter = 'ALL'
#subscript.locationCode('STK.NASDAQ.NMS')
#subscript.locationCode('STK.NYSE')
#subscript.locationCode('STK.AMEX')
subscript.locationCode(location)
con.reqScannerSubscription(qqqq_id, subscript)
sleep(10)
return(scan)
# we cancel order 1 o.cancelOrder(oid1) print o.orderStatus(oid1) ############################################# # Test3: Market scanning ############################################# # we create a scanner subscript = ScannerSubscription() subscript.numberOfRows(200) subscript.m_instrument = 'STK' subscript.m_locationCode = 'STK.AMEX' subscript.m_scanCode = "MOST_ACTIVE" subscript.m_stockTypeFilter = 'ALL' subscript.m_m_abovePrice = 0.0 subscript.m_aboveVolume = 0 subscript.m_marketCapAbove = 0.0 # and execute it on the server print str(o.scanMkt(subscript)) ############################################# # Test4: Market Data ############################################# # build a contract c = Contract() c.m_symbol = "GS" c.m_secType = 'STK'
