def historicalData(self, reqId: int, bar: BarData): """ returns the requested historical data bars reqId - the request's identifier date - the bar's date and time (either as a yyyymmss hh:mm:ss formatted string or as system time according to the request) open - the bar's open point high - the bar's high point low - the bar's low point close - the bar's closing point volume - the bar's traded volume if available barCount - the number of trades during the bar's timespan (only available for TRADES). average - the bar's Weighted Average Price hasGaps - indicates if the data has gaps or not. """ EWrapper.historicalData(self, reqId, bar) #print("historical data id ",reqId) #date, time = bar.date.split() self.downloadHistInfo[self.nextIDconID[reqId]].oneStock.addOneBar(bar)
def historicalData(self, reqId: int, bar: BarData): """ returns the requested historical data bars reqId - the request's identifier date - the bar's date and time (either as a yyyymmss hh:mm:ss formatted string or as system time according to the request) open - the bar's open point high - the bar's high point low - the bar's low point close - the bar's closing point volume - the bar's traded volume if available barCount - the number of trades during the bar's timespan (only available for TRADES). average - the bar's Weighted Average Price hasGaps - indicates if the data has gaps or not. """ EWrapper.historicalData(self, reqId, bar) date, time = bar.date.split() self._write( f'{date},{time},{bar.open},{bar.close},{bar.low},{bar.high},{bar.barCount},{bar.volume},{bar.average}' ) self.tws2gui.put('NEWROW')