def hot_us_stk(abovePrice, belowPrice, locationCode, scanCode):
#! [hotusvolume]
#Hot US stocks by volume
scanSub = ScannerSubscription()
scanSub.instrument = "STK"
scanSub.locationCode = locationCode
#scanSub.locationCode = "STK.NASDAQ"
#scanSub.scanCode = "HOT_BY_VOLUME"
scanSub.scanCode = scanCode
#scanSub.scanCode = "MOST_ACTIVE"
scanSub.belowPrice = str(belowPrice)
scanSub.abovePrice = str(abovePrice)
return scanSub
def HottestPennyStocks():
"""
Subscribe to US stocks 1 < price < 10 and vol > 1M.
Scan code = TOP_PERC_GAIN
"""
scanSub = ScannerSubscription()
scanSub.instrument = "STK"
scanSub.locationCode = "STK.US"
scanSub.scanCode = "TOP_PERC_GAIN"
scanSub.abovePrice = 2
scanSub.belowPrice = 50
scanSub.aboveVolume = 1000000
return scanSub
def scan(self, req_id: int, exchange_abbrev: str):
"""Performs a market scan of contracts through the IB API"""
# Creates the scanner object to be used in reqScannerSubscription()
scanner = ScannerSubscription()
scanner.instrument = 'STK'
scanner.locationCode = 'STK.' + exchange_abbrev
scanner.stockTypeFilter = 'CORP'
scanner.scanCode = "MOST_ACTIVE_AVG_USD"
scanner.abovePrice = 10.0
scanner.belowPrice = 20.0
# Third argument of reqScannerSubscription() should always be an empty list. It is used internally by IB API.
# Fourth argument is an optional list of filters as TagValue objects.
self.reqScannerSubscription(req_id, scanner, [], [])
def assemble_stock_list(client, sentiment):
''' Use scanner to obtain stock list '''
# Define scanner subscription
ss = ScannerSubscription()
ss.instrument = 'STK'
ss.locationCode = 'STK.US.MAJOR'
ss.abovePrice = 10.0
ss.belowPrice = client.funds / 200.0
ss.aboveVolume = 20000
ss.numberOfRows = 5
# Set scan code according to sentiment
if sentiment == Sentiment.BULLISH:
ss.scanCode = 'HIGH_VS_13W_HL'
else:
ss.scanCode = 'LOW_VS_13W_HL'
# Request securities
client.reqScannerSubscription(4, ss, [], [])
time.sleep(3)
