def tickString(self, reqId, tickType, value):
ticker = self.reqId2Ticker.get(reqId)
if not ticker:
return
try:
if tickType == 48:
# RTVolume string format:
# price;size;ms since epoch;total volume;VWAP;single trade
# example:
# 701.28;1;1348075471534;67854;701.46918464;true
price, size, _, rtVolume, vwap, _ = value.split(';')
if rtVolume:
ticker.rtVolume = int(rtVolume)
if vwap:
ticker.vwap = float(vwap)
if price == '':
return
price = float(price)
size = float(size)
if price and size:
if ticker.prevLast != ticker.last:
ticker.prevLast = ticker.last
ticker.last = price
if ticker.prevLastSize != ticker.lastSize:
ticker.prevLastSize = ticker.lastSize
ticker.lastSize = size
tick = TickData(self.lastTime, tickType, price, size)
ticker.ticks.append(tick)
self.pendingTickers.add(ticker)
elif tickType == 59:
# https://interactivebrokers.github.io/tws-api/tick_types.html#ib_dividends
if value == ",,,":
# no dividend
ticker.dividends = Dividends(0, 0, None, 0)
else:
# example value: '0.83,0.92,20130219,0.23'
past12, next12, date, amount = value.split(',')
ticker.dividends = Dividends(float(past12), float(next12),
util.parseIBDatetime(date),
float(amount))
except ValueError:
self._logger.error(f'tickString with tickType {tickType}: '
f'malformed value: {value!r}')
def tickString(self, reqId, tickType, value):
ticker = self.reqId2Ticker.get(reqId)
if not ticker:
return
try:
if tickType == 47:
# https://interactivebrokers.github.io/tws-api/fundamental_ratios_tags.html
d = dict(t.split('=') for t in value.split(';') if t)
for k, v in d.items():
with suppress(ValueError):
if v == '-99999.99':
v = 'nan'
d[k] = float(v)
d[k] = int(v)
ticker.fundamentalRatios = FundamentalRatios(**d)
elif tickType == 48:
# RTVolume string format:
# price;size;ms since epoch;total volume;VWAP;single trade
# example:
# 701.28;1;1348075471534;67854;701.46918464;true
price, size, _, rtVolume, vwap, _ = value.split(';')
if rtVolume:
ticker.rtVolume = int(rtVolume)
if vwap:
ticker.vwap = float(vwap)
if price == '':
return
price = float(price)
size = float(size)
if price and size:
if ticker.prevLast != ticker.last:
ticker.prevLast = ticker.last
ticker.last = price
if ticker.prevLastSize != ticker.lastSize:
ticker.prevLastSize = ticker.lastSize
ticker.lastSize = size
tick = TickData(self.lastTime, tickType, price, size)
ticker.ticks.append(tick)
self.pendingTickers.add(ticker)
elif tickType == 59:
# Dividend tick:
# https://interactivebrokers.github.io/tws-api/tick_types.html#ib_dividends
# example value: '0.83,0.92,20130219,0.23'
past12, next12, nextDate, nextAmount = value.split(',')
ticker.dividends = Dividends(
float(past12) if past12 else None,
float(next12) if next12 else None,
util.parseIBDatetime(nextDate) if nextDate else None,
float(nextAmount) if nextAmount else None)
except ValueError:
self._logger.error(
f'tickString with tickType {tickType}: '
f'malformed value: {value!r}')
