def get_bar_hist_date(date,
whatToShow,
minDataPoints,
durationStr,
barSizeSetting,
symfilter=''):
global tickerId
global currencyPairsDict
if symfilter:
symbols = bars.get_contract(symfilter)
else:
symbols = bars.get_contracts()
for contract in symbols:
pair = contract.symbol
if contract.secType == 'CASH':
pair = contract.symbol + contract.currency
#if len(symfilter) == 0 or pair == symfilter:
logging.info('Getting History for ' + pair)
interval = duration_to_interval(barSizeSetting)
dbcontract = bars.contract_to_dbcontract(contract)
date = get_bar_date(barSizeSetting, date) + ' EST'
tickerId = get_TickerId(pair)
data = get_history(date, contract, whatToShow, dbcontract, tickerId,
minDataPoints, durationStr, barSizeSetting)
logging.info('Done Getting History for ' + pair)
if len(symfilter) > 0:
return data
def check_bar(barSizeSetting, symfilter=''):
interval = duration_to_interval(barSizeSetting)
frequency = interval_to_sec(interval)
try:
count = 0
if symfilter:
contracts = bars.get_contract(symfilter)
else:
contracts = bars.get_contracts()
for contract in contracts:
pair = contract.symbol
if contract.secType == 'CASH':
pair = contract.symbol + contract.currency
#if len(symfilter) == 0 or pair == symfilter:
dbcontract = bars.contract_to_dbcontract(contract)
eastern = timezone('US/Eastern')
nowdate = datetime.datetime.now()
bardate = bars.get_bar_end_date(dbcontract, frequency)
if bardate:
bardate = parse(bardate).replace(tzinfo=eastern)
else:
bardate = datetime.date(2000, 1, 1)
#dtimestamp = time.mktime(datadate.timetuple())
btimestamp = time.mktime(bardate.timetuple())
timestamp = time.mktime(nowdate.timetuple()) + 3600
checktime = 3
checktime = checktime * 60
logging.info(pair + ' Feed Last Received ' +
str(round((timestamp - btimestamp) / 60, 2)) +
' mins ago')
if timestamp - btimestamp > checktime:
logging.error(pair + ' Feed not being received for ' +
str(round(
(timestamp - btimestamp) / 60, 2))) + ' mins'
if len(symfilter) > 0:
return False
count = count + 1
if count > 5:
return False
else:
return True
except Exception as e:
logging.error("check_bar", exc_info=True)
def get_bar_feed(whatToShow, barSizeSetting, symfilter=''):
if symfilter:
symbols = bars.get_contract(symfilter)
else:
symbols = bars.get_contracts()
for contract in symbols:
pair = contract.symbol
if contract.secType == 'CASH':
pair = contract.symbol + contract.currency
#if len(symfilter) == 0 or pair == symfilter:
logging.info('Subscribing Feed to ' + pair)
interval = duration_to_interval(barSizeSetting)
frequency = interval_to_sec(interval)
tickerId = get_TickerId(pair)
global tickerid, client, callback
dbcontract = bars.contract_to_dbcontract(contract)
dbcontract.frequency = frequency
client.get_IB_market_data(contract, tickerId, dbcontract)
logging.info('Done Subscribing to ' + pair)
def get_bar_hist(whatToShow,
minDataPoints,
durationStr,
barSizeSetting,
symfilter=''):
global tickerId
global currencyPairsDict
if symfilter:
symbols = bars.get_contract(symfilter)
else:
symbols = bars.get_contracts()
for contract in symbols:
print 'Looking up ', symfilter, ' found:', contract.localSymbol
pair = contract.symbol
if contract.secType == 'CASH':
pair = contract.symbol + contract.currency
#if len(symfilter) == 0 or pair == symfilter:
logging.info('Getting History for ' + pair)
interval = duration_to_interval(barSizeSetting)
eastern = timezone('US/Eastern')
enddateTime = dt.now(get_localzone())
date = enddateTime.astimezone(eastern)
#date=date.strftime("%Y%m%d %H:%M:%S EST")
date = get_bar_date(barSizeSetting, date) + ' EST'
tickerId = get_TickerId(pair)
dbcontract = bars.contract_to_dbcontract(contract)
dbcontract.frequency = interval_to_sec(interval)
data = get_history(date, contract, whatToShow, dbcontract, tickerId,
minDataPoints, durationStr, barSizeSetting)
logging.info('Done Getting History for ' + pair)
if len(symfilter) > 0:
return data
def get_bar_realtime(whatToShow, barSizeSetting, symfilter=''):
if symfilter:
contracts = bars.get_contract(symfilter)
else:
contracts = bars.get_contracts()
for contract in contracts:
pair = contract.localSymbol
if contract.secType == 'CASH':
pair = contract.symbol + contract.currency
#if len(symfilter) == 0 or pair == symfilter:
logging.info('Subscribing Realtime Bar to ' + pair)
interval = duration_to_interval(barSizeSetting)
tickerId = get_TickerId(pair)
secs = interval_to_sec(interval)
dbcontract = bars.contract_to_dbcontract(contract)
global client, callback
dbcontract.frequency = interval_to_sec(interval)
client.get_realtimebar(contract, tickerId, whatToShow, dbcontract,
secs)
logging.info('Done Subscribing to ' + pair)
def get_bar_bidask(symfilter=''):
global tickerId
if symfilter:
symbols = bars.get_contract(symfilter)
else:
symbols = bars.get_contracts()
for contract in symbols:
pair = contract.symbol
if contract.secType == 'CASH':
pair = contract.symbol + contract.currency
#if len(symfilter) == 0 or pair == symfilter:
logging.info('Subscribing Bid/Ask to ' + pair)
eastern = timezone('US/Eastern')
enddateTime = dt.now(get_localzone())
date = enddateTime.astimezone(eastern)
date = date.strftime("%Y%m%d %H:%M:%S EST")
tickerId = get_TickerId(pair)
global tickerid, client, callback
dbcontract = bars.contract_to_dbcontract(contract)
#dbcontract.frequency=frequency
client.get_IB_market_data(contract, tickerId, dbcontract)
logging.info('Done Subscribing to ' + pair)
def get_contracts():
return bars.get_contracts()