# Market Scanners ####################################################################
# reqScannerParameters ---> scannerParameters self.scanner_Parameters
# ---> scannerData self.scanner_Data
# ---> scannerDataEnd self.scanner_Data_End_reqID
# self.scanner_Data_reqID
###################################################################################'''
print "Testing Market Scanners Group \n"
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
tws.reqScannerSubscription(700, subscript)
tws.reqScannerParameters()
time.sleep(3)
tws.cancelScannerSubscription(700)
# Real Time Bars #####################################################################
# reqRealTimeBars ---> realtimeBar self.real_timeBar
###################################################################################'''
print "Testing Real Time Bars Group \n"
contract_Details11 = create.create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
tws.reqRealTimeBars(10000, contract_Details11, 5, "MIDPOINT", 0)
time.sleep(10)
tws.cancelRealTimeBars(10000)
tws.cancelHistoricalData(9000)
# Market Scanners ####################################################################
# reqScannerParameters ---> scannerParameters self.scanner_Parameters
# ---> scannerData self.scanner_Data
# ---> scannerDataEnd self.scanner_Data_End_reqID
# self.scanner_Data_reqID
###################################################################################'''
print "Testing Market Scanners Group \n"
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
tws.reqScannerSubscription(700, subscript)
tws.reqScannerParameters()
time.sleep(3)
tws.cancelScannerSubscription(700)
# Real Time Bars #####################################################################
# reqRealTimeBars ---> realtimeBar self.real_timeBar
###################################################################################'''
print "Testing Real Time Bars Group \n"
contract_Details11 = create.create_contract('EUR', 'CASH', 'IDEALPRO',
'USD')
tws.reqRealTimeBars(10000, contract_Details11, 5, "MIDPOINT", 0)
time.sleep(10)
tws.cancelRealTimeBars(10000)
# Fundamental Data ###################################################################
# reportType = ReportSnapshot
# ReportsFinSummary
# ReportsFinSummary
connection.eConnect(host, port, 1)
subscription = ScannerSubscription()
subscription.numberOfRows(100)
subscription.instrument('STK')
subscription.locationCode('STK.US')
subscription.scanCode('TOP_PERC_GAIN')
subscription.abovePrice(1.0)
subscription.aboveVolume(1)
subscription.marketCapBelow(1000000000.0)
ticker_id = 10
log.operation('Requesting subscription')
connection.reqScannerSubscription(ticker_id, subscription)
while True:
msg = msgs.get()
if msg['type'] == 'scannerDataEnd':
log.operation('Received end scanner data end signal')
break
elif msg['type'] == 'scannerData':
log.data(msg)
else:
log.misc(msg)
log.operation('Disconnecting')
connection.cancelScannerSubscription(ticker_id)
connection.eDisconnect()
