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)
# we cancel order 1 o.cancelOrder(oid1) print o.orderStatus(oid1) ############################################# # Test3: Market scanning ############################################# # we create a scanner subscript = ScannerSubscription() subscript.numberOfRows(200) subscript.m_instrument = 'STK' subscript.m_locationCode = 'STK.AMEX' subscript.m_scanCode = "MOST_ACTIVE" subscript.m_stockTypeFilter = 'ALL' subscript.m_m_abovePrice = 0.0 subscript.m_aboveVolume = 0 subscript.m_marketCapAbove = 0.0 # and execute it on the server print str(o.scanMkt(subscript)) ############################################# # Test4: Market Data ############################################# # build a contract c = Contract() c.m_symbol = "GS" c.m_secType = 'STK'