def run(self, symbols):
symbols = [i.upper() for i in symbols]
# Instantiate API class
config = ib_web_api.Configuration()
config.verify_ssl = False
client = ib_web_api.ApiClient(config)
api = MarketDataApi(client)
for symbol in symbols:
print('===> ' + symbol)
# Get last 15 minutes data
# TODO: Catch here
points = api.iserver_marketdata_history_get(
Company(symbol).get_conid(), '15min', bar='1min').data
# Get just volume
vol = [p.to_dict()['v'] for p in points]
# Min/max/mean volume points, perc increase from mean to hi
lo = min(i for i in vol if i > 0)
hi = max(vol)
m = mean(vol)
perc = ((hi - m) / m) * 100
# Print stats
print('LO: ' + str(lo))
print('HI: ' + str(hi))
print('ME: ' + str(round(m, 2)))
print('PERC: ' + str(round(perc, 2)) + '%')
print('CONID: ' + Company(symbol).get_conid())
def down_contract(self):
# Download contract from IB and save it to disk
# Note: Already have conid from cache
try:
# Init API
ib_cfg = ib_web_api.Configuration()
ib_cfg.verify_ssl = False
api = ContractApi(ib_web_api.ApiClient(ib_cfg))
# Get contract (name, industry, etc)
contract = api.iserver_contract_conid_info_get(self.conid)
# Remove unnecessary data
contract = {
'conid': contract.con_id,
'category': contract.category,
'industry': contract.industry,
}
self.contract = contract
except ApiException as e:
raise e
try:
# Save contract to disk
with open(self.cfg['dir_contracts'] + '/' + self.symbol + '.json', 'w') as f:
f.write(json.dumps(contract))
except ApiException as e:
raise 'Could not save contract: ' + e
return self.contract
def down_quote(self, conid, period, bar):
ib_cfg = ib_web_api.Configuration()
ib_cfg.verify_ssl = False
api = MarketDataApi(ib_web_api.ApiClient(ib_cfg))
res = None
for i in range(1, 6):
try:
# Download conid
res = api.iserver_marketdata_history_get(
conid,
period=period,
bar=bar
)
except Exception as e:
if i == 6:
raise Exception('Could not get quote: %s\n' % e)
else:
continue
# If three days, pick the last day
# TODO: Do we need it like this?
if period == '3d' and bar == '1d':
if hasattr(res, 'points'):
point = int(res.points)
res = res.data[point].to_dict()
else:
raise Exception('Missing "points" for %s' % self.conid)
else:
if res is not None:
res = [ i.to_dict() for i in res.data ]
else:
raise Exception('Could not get quote', self.conid)
return res
def down_conid(self):
# API: Get conid for symbol
if self.conid is None:
# Download conid
config = ib_web_api.Configuration()
config.verify_ssl = False
api = ContractApi(ib_web_api.ApiClient(config))
# Main
try:
# Get conid
conid = int
response = api.iserver_secdef_search_post({ "symbol": self.symbol })
for item in response:
if item.description == 'NASDAQ':
self.conid = item.conid
except ApiException as e:
if self.conid is not None:
detail = self.conid
else:
detail = self.symbol
raise Exception('Could not download conid %s.' % detail)
# Save conid to disk
with open(self.cfg['dir_conids'] + '/' + self.symbol, 'w') as f:
f.write(str(self.conid))
return self.conid
def check_ib_connectivity():
try:
# Instantiate API class
config = ib_web_api.Configuration()
config.verify_ssl = False
client = ib_web_api.ApiClient(config)
api = SessionApi(client)
res = api.iserver_auth_status_post()
except Exception as e:
raise ('No IB connectivity')
from ib_web_api import MarketDataApi
from ib_web_api import ContractApi
from ib_web_api.rest import ApiException
# Parse args
parser = argparse.ArgumentParser(
description='Display last day data for ticker')
parser.add_argument('tickers',
metavar='TICKER',
type=str,
nargs='+',
help='Ticker, e.g. AAPL')
args = parser.parse_args()
# Instantiate API class
config = ib_web_api.Configuration()
config.verify_ssl = False
client = ib_web_api.ApiClient(config)
try:
# Get conids
api = ContractApi(client)
conids = {}
for ticker in args.tickers:
conid = int
response = api.iserver_secdef_search_post({"symbol": ticker})
for item in response:
if item.description == 'NASDAQ':
conids[ticker] = item.conid
except ApiException as e:
print("Could not find conid: %s\n" % e)
import ib_web_api as client
from ib_web_api.rest import ApiException
# Instantiate API class
config = client.Configuration()
config.verify_ssl = False
api = client.MarketDataApi(client.ApiClient(config))
try:
# Market data for Apple (AAPL)
response = api.iserver_marketdata_history_get(265598, '1d')
print(response.data)
except ApiException as e:
print("Exception: %s\n" % e)
