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(