def create_contract(symbol, secType, exchange, currency='USD'):
contract = Contract()
contract.symbol = symbol
contract.secType = secType
contract.exchange = exchange
if currency:
contract.currency = currency
return contract
def req_mkt_data(self, symbol):
contract = Contract();
contract.symbol = "TSLA";
contract.secType = "STK";
contract.exchange = "SMART";
contract.currency = "USD";
self.reqMktData(1001, contract, "220", False, False, [])
def create_contract(self, symbol, sec_type, exch, curr):
contract = Contract()
contract.symbol = symbol
contract.secType = sec_type
contract.exchange = exch
contract.currency = curr
return contract
def create_nasdaq_contract(ticker):
contract = Contract()
contract.symbol = row['ticker']
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
return contract
def create_contract(self, symbol, contract_type):
if contract_type == "FX":
contract = Contract()
contract.symbol = contract_dict[symbol][0] #FOAT DEC 17
contract.secType = "CASH" #FUT
contract.currency = contract_dict[symbol][1] #EUR
contract.exchange = "IDEALPRO" #DTP
return contract
elif contract_type == 'FUTURE':
contract = Contract()
contract.symbol = futures_dict[symbol][0]
contract.secType = "FUT"
contract.currency = futures_dict[symbol][1]
contract.exchange = futures_dict[symbol][2]
contract.lastTradeDateOrContractMonth = futures_dict[symbol][3]
contract.multiplier = futures_dict[symbol][4]
return contract
def create_contract(self, symbol, sec_type, exch, prim_exch, curr):
contract = Contract()
contract.m_symbol = symbol
contract.m_secType = sec_type
contract.m_exchange = exch
contract.m_primaryExch = prim_exch
contract.m_currency = curr
return contract
def Stock_contract(symbol, secType='STK', exchange='SMART', currency='USD'): ''' custom function to create stock contract ''' contract = Contract() contract.symbol = symbol contract.secType = secType contract.exchange = exchange contract.currency = currency return contract
def stock_order(symbol): contract = Contract() contract.symbol = symbol contract.secType = "STK" contract.currency = "USD" contract.exchange = "SMART" contract.primaryExchange = "ISLAND" return contract
def underlyer(self):
underlyer = Contract()
underlyer.symbol = self.statData.buyWrite["underlyer"]["@tickerSymbol"]
underlyer.avPrice = self.statData.inistkprice
underlyer.secType = "STK"
underlyer.exchange = "SMART"
underlyer.currency = "USD"
return underlyer
def get_contract(self, symdct):
ibcontract = Contract()
ibcontract.symbol = symdct['symbol'].upper()
ibcontract.secType = symdct['sectype'].upper()
ibcontract.exchange = symdct['exchange'].upper()
ibcontract.currency = symdct['currency'].upper()
ibcontract.primaryExchange = symdct['priexg'].upper()
return ibcontract
def create_contract(symbol: str, currency: Currencies, exchange: Exchanges,
sec_type: SecTypes) -> Contract:
contract = Contract()
contract.symbol = symbol
contract.secType = sec_type.value
contract.currency = currency.value
# In the API side, NASDAQ is always defined as ISLAND in the exchange field
contract.exchange = exchange.value
return contract
def basic_contract(symbol, sec_type, exch, prim_exch, curr):
contract = Contract()
contract.symbol = symbol
contract.secType = sec_type
contract.exchange = exch
contract.primaryExchange = exch
contract.currency = curr
return contract
def create_contract(symbol, sec_type='STK', exchange='SMART', currency='USD'):
# stk_aapl = create_contract('AAPL')
# frx_eurusd = create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
contract = Contract()
contract.symbol = symbol
contract.secType = sec_type
contract.exchange = exchange
contract.currency = currency
return contract
def combo_generator_Switch(symbol: str, abovedays=7, lessdays =120):
specpath = r'E:\newdata\IB data\Option Specs'
file = specpath + os.sep + symbol + '-specs.json'
jf = open(file, 'r')
jdict = json.load(jf)
jf.close()
underlyingfile = r'E:\newdata\IB data\Underlying_Contract_Details.csv'
underlying = pd.read_csv(underlyingfile)
syms = list(underlying['symbol'])
idx = syms.index(symbol)
last = underlying['Last'][idx]
underlyingleg = ComboLeg()
underlyingleg.conId = underlying['conID'][idx]
underlyingleg.ratio = 100
underlyingleg.action = 'BUY'
underlyingleg.exchange = 'SMART'
Pleg = ComboLeg()
Pleg.ratio = 1
Pleg.action = 'BUY'
Pleg.exchange = 'SMART'
Cleg = ComboLeg()
Cleg.ratio = 1
Cleg.action = 'SELL'
Cleg.exchange = 'SMART'
contract = Contract()
contract.symbol = symbol
contract.secType = 'BAG'
contract.currency = 'USD'
contract.exchange = 'SMART'
Combos = []
for mi, di in jdict.items():
jm = IBdate_to_Date(mi)
today = date.today()
if abovedays < (jm - today).days <= lessdays:
stricks = list(di['C'].keys())
stricks_1 = [float(i) for i in stricks]
print(symbol)
ps = pick_stricks_2(last, stricks_1, 2)
for si in ps:
Pleg.conId = di['P'][str(si)]['conID']
Cleg.conId = di['C'][str(si)]['conID']
contract.comboLegs = []
contract.comboLegs.append(underlyingleg)
contract.comboLegs.append(Pleg)
contract.comboLegs.append(Cleg)
Combos.append([deepcopy(contract), si])
return Combos
def get_data(self):
contract = Contract()
contract.symbol = "INGA"
contract.secType = "STK"
contract.currency = "EUR"
contract.exchange = "AEB"
#self.reqHistoricalTicks(106,contract,"20190307 21:39:33","",1,"TRADES",1,True,[])
self.reqFundamentalData(1233, contract, "ReportsFinSummary", [])
self.reqContractDetails(20, contract)
def FutureWithMultiplier():
contract = Contract()
contract.symbol = "DAX"
contract.secType = "FUT"
contract.exchange = "DTB"
contract.currency = "EUR"
contract.lastTradeDateOrContractMonth = "201609"
contract.multiplier = "5"
return contract
def futures_contract(ticker: str, exchange: str):
# ! [futcontract_local_symbol]
contract = Contract()
contract.secType = "FUT"
contract.exchange = exchange
contract.currency = "USD"
contract.localSymbol = ticker
# ! [futcontract_local_symbol]
return contract
def start(self):
contract = Contract()
contract.symbol = "TGP"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
self.reqMarketDataType(4)
self.reqMktData(1, contract, '258,456', False, False, [])
def ASX_contract(ticker):
contract = Contract()
contract.symbol = ticker
contract.secType = 'STK'
contract.exchange = 'SMART'
contract.currency = 'AUD'
contract.primaryExchange = 'ASX'
return contract
def makeSimpleContract(ct:OneContract):
contract = Contract()
contract.symbol=ct.symbol
contract.secType=ct.sectype
contract.currency=ct.currency
contract.exchange=ct.exchange
contract.lastTradeDateOrContractMonth=ct.expire
#contract.conId=ct.contractID can't to this contract ID is different
return contract
def createContractObject(tickerlist):
obj = [Contract() for i in range(len(tickerlist))]
for cont, ticker in zip(obj, tickerlist):
cont.symbol = ticker
cont.secType = "STK"
cont.currency = "AUD"
cont.exchange = "ASX"
return obj
def USStockWithPrimaryExch():
contract = Contract()
contract.symbol = "MSFT"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
# Specify the Primary Exchange attribute to avoid contract ambiguity
# (there is an ambiguity because there is also a MSFT contract with primary exchange = "AEB")
contract.primaryExchange = "ISLAND"
return contract
def make_contract(symbol, exchange):
if symbol.startswith('US.'):
symbol = ''.join(symbol[3:])
contract = Contract()
contract.symbol = symbol
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = exchange
contract.primaryExchange = "ISLAND"
return contract
def getFxContract(self, symbol):
symbolParts = symbol.split('.')
if len(symbolParts) != 2:
raise Exception('Invalid FX symbol. Must be in format XXX.YYY')
contract = Contract()
contract.symbol = symbolParts[0]
contract.secType = 'CASH'
contract.currency = symbolParts[1]
contract.exchange = 'IDEALPRO'
return contract
def start(self):
contract = Contract()
contract.symbol = "TGP PRb"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
self.reqHistoricalData(1, contract, "", "26 W", "1 day", "MIDPOINT", 0,
1, False, [])
def contract_maker(instrument: str):
market_map = {"FUTURE": "FUT", "SPOT": "CMDTY"}
xchg, symbol, market = instrument.upper().split(".")
sym = symbol.split("_")
ib_contract = Contract()
ib_contract.symbol = f"{sym[0]}USD"
ib_contract.currency = "USD"
ib_contract.secType = market_map.get(market, "ERR")
ib_contract.exchange = xchg
return ib_contract
def create_contract(self, symbol):
""" Creates an IB contract."""
contract = Contract()
contract.symbol = symbol
contract.exchange = 'SMART'
contract.secType = 'STK'
contract.currency = 'USD'
return contract
def get_contract(self, code: str) -> Contract:
contract = Contract()
ss = code.split("_")
contract.symbol = ss[0]
contract.secType = ss[1]
contract.currency = ss[2]
contract.exchange = ss[3]
contract_detail: ContractDetails = self.sync_get_contract_detail(contract)
contract.conId = contract_detail.contract.conId
return contract
def main():
app = TestApp()
app.connect("127.0.0.1", XXXX, 0) # xxxx is your port number
contact = Contract()
contact.symbol = "ACC"
contact.secType = "STK"
contact.exchange = "NSE"
contact.currency = "INR"
app.reqHistoricalData(1, contact, "20191230 15:30:00", "1 M", "1 min", "MIDPOINT", 0, 1, False, []) # user specific date and time
app.run()
def SimpleFuture():
#! [futcontract]
contract = Contract()
contract.symbol = "ES"
contract.secType = "FUT"
contract.exchange = "GLOBEX"
contract.currency = "USD"
contract.lastTradeDateOrContractMonth = "202006"
#! [futcontract]
return contract
