def marketDepthOperations_req(self): # Requesting the Deep Book # ! [reqmarketdepth] #self.reqMktDepth(2001, ContractSamples.EurGbpFx(), 5, False, []) #self.reqMktDepth(2001, ContractSamples.USStock(), 5, True, []) self.reqMktDepth(2002, ContractSamples.SimpleFuture(), 5, True, [])
def persistData(self, reqId: int, time: int, price: float, size: int, tickAttribLast: TickAttribLast): #print(" inside persistData") contract = ContractSamples.SimpleFuture() values = (1, contract.symbol, reqId, time, price, size) db = DBHelper() db.insertData(values)
def tickDataOperations_req(self): self.reqMarketDataType(MarketDataTypeEnum.DELAYED_FROZEN) #self.reqMktData(1015, ContractSamples.SimpleFuture(), "", False, False, []) #self.reqMktData(1999, ContractSamples.USSPYStockAtSmart(), "233,236,258", False, False, []) #self.reqHistoricalData(2, ContractSamples.ContFut(), "", "1 Y", "1 hour", "BID_ASK", 0, 1, False, []); self.reqTickByTickData(19002, ContractSamples.SimpleFuture(), "AllLast", 0, False)
def tickDataOperations_req(self): self.reqMarketDataType(MarketDataTypeEnum.DELAYED_FROZEN) self.reqTickByTickData(19002, ContractSamples.SimpleFuture(), "AllLast", 0, False)
from ibapi import utils from ibapi.client import EClient from ibapi.utils import iswrapper from ContractSamples import ContractSamples from ibapi.ticktype import TickType, TickTypeEnum from ibapi import wrapper from ibapi.client import EClient from ibapi.wrapper import EWrapper # types from ibapi.common import * # @UnusedWildImport from ibapi.order import * # @UnusedWildImport from DBHelperMay import DBHelper contract_type = ContractSamples.SimpleFuture() def SetupLogger(): if not os.path.exists("log"): os.makedirs("log") time.strftime("pyibapi.%Y%m%d_%H%M%S.log") recfmt = '(%(threadName)s) %(asctime)s.%(msecs)03d %(levelname)s %(filename)s:%(lineno)d %(message)s' timefmt = '%y%m%d_%H:%M:%S' # logging.basicConfig( level=logging.DEBUG, # format=recfmt, datefmt=timefmt) logging.basicConfig(