def create_histprcdat_req(requestID,
symbol,
exchange,
record_interval,
start=0,
end=0,
max=0):
data_req = Dtc.HistoricalPriceDataRequest()
data_req.RequestID = requestID # Note: Make sure this is unique when requesting multiple symbols
data_req.Symbol = symbol
data_req.Exchange = exchange
data_req.RecordInterval = record_interval
data_req.StartDateTime = start
data_req.EndDateTime = end
data_req.MaxDaysToReturn = max
return data_req
def history(requestID,
symbol,
exchange,
record_interval,
sock,
logfile,
start=0,
end=0,
max=0):
"""Retrieve Historical data direct from DTC"""
# custom logger with own txt file
logRec = create_logger(logfile)
# Create Historical Data Request
data_req = Dtc.HistoricalPriceDataRequest()
data_req.RequestID = requestID # Note: Make sure this is unique when requesting multiple symbols
data_req.Symbol = symbol
data_req.Exchange = exchange
data_req.RecordInterval = record_interval
data_req.StartDateTime = start
data_req.EndDateTime = end
data_req.MaxDaysToReturn = max
# Send Request and log Response_Header
send_message(data_req, Dtc.HISTORICAL_PRICE_DATA_REQUEST, sock)
m_type, m_resp = get_message(sock)
logRec.debug("%s, %s", m_type[0], m_resp)
logStdout.debug("%s, %s", m_type[0], m_resp)
# Get the rest/whole of the historical data
while True:
mt, mr = get_message(sock)
mr1 = chekker2(mr)
logRec.debug("%s, %s", mt[0], mr1)
logStdout.debug("%s, %s", mt[0], mr1)
if mt[0] == 'HISTORICAL_PRICE_DATA_RECORD_RESPONSE' and mr.IsFinalRecord:
logStdout.info('FINISH')
break
quit(sock)