Ejemplo n.º 1
0
from sysIB.wrapper_v3 import IBWrapper, IBclient
from swigibpy import Contract as IBcontract

if __name__ == "__main__":
    """
    This simple example returns streaming price data
    """

    callback = IBWrapper()
    client = IBclient(callback)

    ibcontract = IBcontract()
    ibcontract.secType = "FUT"
    ibcontract.expiry = "201812"
    ibcontract.symbol = "GE"
    ibcontract.exchange = "GLOBEX"

    ans = client.get_IB_market_data(ibcontract)
    print "Bid size, Ask size; Bid price; Ask price"
    print ans
from sysIB.wrapper_v3 import IBWrapper, IBclient
from swigibpy import Contract as IBcontract
 
if __name__=="__main__":

    """
    This simple example returns streaming price data
    """

    callback = IBWrapper()
    client=IBclient(callback)
    
    ibcontract = IBcontract()
    ibcontract.secType = "FUT"
    ibcontract.expiry="201406"
    ibcontract.symbol="GBL"
    ibcontract.exchange="DTB"

    ans=client.get_IB_snapshot_prices(ibcontract)
    print "Real time prices over seconds"
    print ans

    ans=client.get_IB_market_data(ibcontract)
    print "Bid size, Ask size; Bid price; Ask price"
    print ans
    
Ejemplo n.º 3
0
from sysIB.wrapper_v3 import IBWrapper, IBclient
from swigibpy import Contract as IBcontract

if __name__ == "__main__":
    """
    This simple example returns streaming price data
    """
    callback = IBWrapper()
    client = IBclient(callback)
    ibcontract = IBcontract()
    ibcontract.secType = "STK"
    #ibcontract.expiry = "201612"
    ibcontract.symbol = "GOOG"
    ibcontract.exchange = "SMART"
    ans = client.get_IB_market_data(ibcontract)
    print("Bid size, Ask size; Bid price; Ask price")
    print(ans)
Ejemplo n.º 4
0
from sysIB.wrapper_v3 import IBWrapper, IBclient
from swigibpy import Contract as IBcontract

if __name__ == "__main__":
    """
    This simple example returns streaming price data
    """

    callback = IBWrapper()
    client = IBclient(callback)

    ibcontract = IBcontract()
    ibcontract.secType = "FUT"
    ibcontract.expiry = "201406"
    ibcontract.symbol = "GBL"
    ibcontract.exchange = "DTB"

    ans = client.get_IB_snapshot_prices(ibcontract)
    print "Real time prices over seconds"
    print ans

    ans = client.get_IB_market_data(ibcontract)
    print "Bid size, Ask size; Bid price; Ask price"
    print ans
Ejemplo n.º 5
0
from sysIB.wrapper_v3 import IBWrapper, IBclient
from swigibpy import Contract as IBcontract
import time

if __name__ == "__main__":

    """
    This simple example returns streaming price data
    """

    callback = IBWrapper()
    client = IBclient(callback)

    ibcontract = IBcontract()
    ibcontract.secType = "FUT"
    ibcontract.expiry = "201712"
    ibcontract.symbol = "GE"
    ibcontract.exchange = "GLOBEX"

    ans = client.get_IB_market_data(ibcontract)

    WAIT_TIME = 5
    try:
        client.cb.got_sample.wait(timeout=WAIT_TIME)
    except KeyboardInterrupt:
        pass
    finally:
        if not callback.got_sample.is_set():
            print('Failed to get contract within %d seconds' % WAIT_TIME)

        print("\nDisconnecting...")