def run_prog(self):
con = ibConnection(host='127.0.0.1', port=7497, clientId=100)
con.connect()
# Assign the error handling function defined above
# to the TWS connection
con.register(self.error_handler, 'Error')
# Assign all of the server reply messages to the
# reply_handler function defined above
#con.registerAll(reply_handler)
con.register(self.scan_results, message.scannerData)
con.register(self.get_valid_order_id, 'NextValidId')
#con.reqIds(-1)
time.sleep(1)
print("Order ID", self.orderid[0])
self.gappingup_id = self.orderid[0]
gappingup = ScannerSubscription()
gappingup.numberOfRows(5)
gappingup.m_scanCode = 'HIGH_OPEN_GAP'
gappingup.m_instrument = 'STK'
gappingup.m_averageOptionVolumeAbove = '0'
gappingup.m_abovePrice = '5'
gappingup.m_aboveVolume = '100000'
self.gappingdown_id = self.gappingup_id + 1
gappingdown = ScannerSubscription()
gappingdown.numberOfRows(5)
gappingdown.m_scanCode = 'LOW_OPEN_GAP'
gappingdown.m_instrument = 'STK'
gappingdown.m_averageOptionVolumeAbove = '0'
gappingdown.m_abovePrice = '5'
gappingdown.m_aboveVolume = '100000'
con.reqScannerSubscription(self.gappingup_id, gappingup)
time.sleep(5)
con.reqScannerSubscription(self.gappingdown_id, gappingdown)
time.sleep(5)
print(self.gapup)
print(self.gapdown)
def mostactive(self, location, pricemin, pricemax):
global scan
scan = []
subscript = ScannerSubscription()
subscript.numberOfRows(200)
subscript.m_scanCode = 'MOST_ACTIVE'
subscript.m_instrument = 'STK'
subscript.m_averageOptionVolumeAbove = ''
subscript.m_couponRateAbove = ''
subscript.m_couponRateBelow = ''
subscript.m_abovePrice = pricemin
subscript.m_belowPrice = pricemax
subscript.m_marketCapAbove = ''
subscript.m_marketCapBelow = ''
subscript.m_aboveVolume = ''
subscript.m_stockTypeFilter = 'ALL'
#subscript.locationCode('STK.NASDAQ.NMS')
#subscript.locationCode('STK.NYSE')
#subscript.locationCode('STK.AMEX')
subscript.locationCode(location)
con.reqScannerSubscription(qqqq_id, subscript)
sleep(10)
return(scan)
#Get market data stream
#con.reqMktData(1, goog_contract, '', False)
# Go long 100 shares of Google
goog_order = create_order('MKT', 100, 'BUY')
# Use the connection to the send the order to IB
#con.placeOrder(100,goog_contract, goog_order)
gappingup_id = 13851
gappingup = ScannerSubscription()
gappingup.numberOfRows(5)
gappingup.m_scanCode = 'HIGH_OPEN_GAP'
gappingup.m_instrument = 'STK'
gappingup.m_averageOptionVolumeAbove = '0'
gappingup.m_abovePrice = '5'
gappingup.m_aboveVolume = '100000'
gappingdown_id = gappingup_id + 1
gappingdown = ScannerSubscription()
gappingdown.numberOfRows(5)
gappingdown.m_scanCode = 'LOW_OPEN_GAP'
gappingdown.m_instrument = 'STK'
gappingdown.m_averageOptionVolumeAbove = '0'
gappingdown.m_abovePrice = '5'
gappingdown.m_aboveVolume = '100000'
con.reqScannerSubscription(gappingup_id, gappingup)
time.sleep(5)
con.reqScannerSubscription(gappingdown_id, gappingdown)