def newTrade(self, contractSymbol:str, entryPrice:float, stopPrice:float ):
# TEMP
contractSymbol="EURUSD"
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.currency = "GBP"
contract.exchange = "IDEALPRO"
contract.tickSize = 0.00005
contract.lotSize = 20000
# TEMP
#if( self.trades[contractSymbol] )
'''
contractDetails = s.getContractDetails( contractSymbol )
contract = Contract()
contract.exchange = contractDetails.exchange
contract.secType = contractDetails.secType
contract.symbol = contractSymbol
contract.lastTradeDateOrContractMonth = contractDetails.expiry
contract.tickSize = contractDetails.tickSize # Custom field
contract.lotSize = contractDetails.lotSize # Custom field
'''
diff = abs(entryPrice-stopPrice)
qty = self.capital * s.RiskPerTrade / diff
t = trade.Trade( self.ib, contract )
t.placeNewTrade( qty, entryPrice, stopPrice )
self.trades[contractSymbol] = t
def get_fx_data(symbol,
currency,
duration="2 M",
period="4 hours",
is_simulated=False):
config = config_loader.load()
ip = config.get("ib-gateway", "ip")
#ip = "127.0.0.1"
if (is_simulated):
app = TestApp(ip, 4002, ClientID.HIST_FX.value)
else:
app = TestApp(ip, 4001, ClientID.HIST_FX.value)
ibcontract = IBcontract()
#ibcontract.lastTradeDateOrContractMonth="201809"
#ibcontract.secType = "FUT"
#ibcontract.symbol="GE"
#ibcontract.exchange="GLOBEX"
ibcontract.symbol = symbol
ibcontract.secType = "CASH"
ibcontract.currency = currency
ibcontract.exchange = "IDEALPRO"
resolved_ibcontract = app.resolve_ib_contract(ibcontract)
historic_data = app.get_IB_historical_data(resolved_ibcontract, duration,
period)
#print(historic_data)
out_tup = resample.filter_data("FX", historic_data, period)
historic_data = out_tup
try:
app.disconnect()
except:
print("Disconnect with errors (no harm)!")
return historic_data
def get_IB_historical_close(self, historic_close,
security_list,
endDateTime=datetime.datetime.today(),
durationStr="1 Y",
barSizeSetting="1 day",
whatToShow="Trades",
useRTH=0,
formatDate=1,
KeepUpToDate=False,
tickerid=DEFAULT_HISTORIC_DATA_ID
):
for index, security in security_list.iterrows():
ibcontract = IBcontract()
ibcontract.secType = security.secType
ibcontract.lastTradeDateOrContractMonth = security.lastTradeDateOrContractMonth
ibcontract.symbol = security.symbol
ibcontract.exchange = security.exchange
ibcontract.currency = security.currency
resolved_ibcontract = IBClient.resolve_ib_contract(self,ibcontract)
historical_data = IBClient.get_IB_historical_data(self,
resolved_ibcontract,
endDateTime,
durationStr,
barSizeSetting,
whatToShow,
useRTH,
formatDate,
KeepUpToDate,
tickerid)
historical_df = pd.DataFrame(historical_data,columns = ["date","open","high","low","close","volume"])
historical_df.head()
historical_df = historical_df[["date", "close"]]
historical_df.rename(columns={'close':security.symbol}, inplace=True)
historical_df["date"] = pd.to_datetime(historical_df['date'])
historical_df=historical_df.set_index('date')
#historical_df.sort_index(inplace=True)
historic_close = historical_df.combine_first(historic_close)
return historic_close
def ib_stock_api(stocks, stock_index):
# app.connect("127.0.0.1", 4004, clientId=0) # REAL ACCOUNT
# TEST 1
app = TestApp()
# app.connect("127.0.0.1", 7497, clientId=17)
app.connect("127.0.0.1", 4004, clientId=0) # REAL ACCOUNT
# TEST 2
# app = TestApp1("127.0.0.1", 7497, 17)
contract = Contract()
for i in range(len(stocks)):
contract.symbol = stocks[i]
# contract.symbol = stock
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
# resolved_ibcontract = app.resolve_ib_contract(contract)
# print(f"*************** Start Stream {stocks[i]} ****************")
# tickerid = app.start_getting_IB_market_data(resolved_ibcontract, i)
# time.sleep(5)
# print(f"*************** Get data {stocks[i]}****************")
# market_data1 = app.get_IB_market_data(tickerid)
# print(market_data1)
app.reqMarketDataType(4)
app.reqMktData(i, contract, "", False, False, [])
t = threading.Thread(target=lambda app: worker(app), args=([app]))
t.start()
app.run()
reqId = app.reqId
price = app.price
print(f'kaka and pipi {reqId} {price}')
def query_contracts(self):
"""Gets the contracts from the contract table of the MySQL database"""
# Queries the MySQL database to get the attributes of the contract table that are necessary to define each
# contract in the IB API.
self.cursor.execute(
'''SELECT id, exchange_id, symbol, security_type, currency FROM contract'''
)
# Appends self.contract_objects with tuples containing the contract ids and corresponding IB Contract objects.
for contract_info in self.cursor:
contract = Contract()
# NASDAQ is called ISLAND in the API so define the contract's exchange based on the exchange_id
if contract_info[1] == 1:
contract.exchange = 'ISLAND'
elif contract_info[1] == 2:
contract.exchange = 'NYSE'
contract.symbol = contract_info[2]
contract.secType = contract_info[3]
contract.currency = contract_info[4]
self.contract_objects.append((contract_info[0], contract))
def main():
app = TestApp()
app.connect("127.0.0.1", 7497, 0)
contract = Contract()
contract.symbol = "TGP"
contract.secType = "INDUSTRIAL"
contract.exchange = "SMART"
contract.currency = "USD"
Dividend_Pershare=app.reqMktData(1,contract,'258',True,False,['TTMDIVSHR'])
Asset=app.reqMktData(1,contract,'258',False,False,['AATCA'])
EBITDA=app.reqMktData(1,contract,'258',False,False,['QEBITDA'])
NetDebt=app.reqMktData(1,contract,'258',False,False,['AFPRD'])
ShortDebt=app.reqMktData(1,contract,'258',False,False,['ALSTD'])
LongDebt = NetDebt - ShortDebt
app.run()
def start(self):#Esta funcion genera un contrato y objeto order
contract = Contract()
contract.symbol = varcSym #"AMZN"
contract.secType = "STK"
contract.currency = "USD"
#In the API side, NASDAQ is always defined as ISLAND in the exchange field
contract.exchange = varcMer #"ISLAND"
print("DATOS DE LA ORDEN A EJCUTAR: " )
print(contract.symbol)
print(contract.exchange)
order = Order()
order.action = varoOp #"BUY" #"SELL"
order.totalQuantity = varoVoSo #100
order.orderType = "LMT"
order.lmtPrice = varoMax #347.02
print(varoVoSo)
self.placeOrder(self.nextOrderId,contract,order)#places or modifies an order. #id,contract, order
def main():
app = TestApp()
# cause API running on same computer as TWS, host is localhost = 127.0.0.1
app.connect("127.0.0.1", 7497, clientId=4)
time.sleep(1)
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
# app.reqContractDetails(10, contract)
# app.run()
app.reqContractDetails(10, contract)
app.reqMarketDataType(4)
app.reqMktData(1, contract, "", False, False, [])
app.run()
def _get_option_contract(ticker: str,
expiration: str,
strike: float,
right: str,
exchange="SMART",
currency="USD",
**_):
""" Helper function for creating a contract object for use in querying
data for options
"""
if right not in ["C", "P"]:
raise ValueError(f"Invalid right: {right}")
contract = Contract()
contract.secType = "OPT"
contract.symbol = ticker
contract.exchange = exchange
contract.currency = currency
contract.lastTradeDateOrContractMonth = expiration
contract.strike = strike
contract.right = right
return contract
def buy_stock(self):
print(self.bidPrice)
global buyCount
contract = Contract()
contract.symbol = "TSLA"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "ISLAND"
order = Order()
order.action = "BUY"
order.orderType = "LMT"
order.totalQuantity = buyCount
order.lmtPrice = self.bidPrice + 0.01
#order.orderType = "MTL"
#order.totalQuantity = 10
print("place an order", self.oID)
self.placeOrder(self.oID, contract, order)
self.playBuyOrderTime = datetime.now()
self.oID = self.oID + 1
def main():
# Create the client and connect to TWS
print ('Inicio conexion con el servidor')
client = GrowiiClient('127.0.0.1', 7497, 0)
print ('Conexion con el servidor completa\n')
time.sleep(3)
# Request the current time
print ('Comprobación tiempo del servidor')
current_time = client.getCurrentTime()
print ('El momento actual es {}\n'.format(current_time))
time.sleep(3)
#Request data
con = Contract()
con.symbol = "EUR"
con.secType = "CASH"
con.exchange = "IDEALPRO"
con.currency = "USD"
endDateTime = datetime.now().strftime("%Y%m%d, %H:%M:%S")
durationStr = str(10*60) + " S"
barSizeSetting = "1 min"
whatToShow = "MIDPOINT"
delay = 1
print('Comprobacion de descarga de datos')
historical_date, historical_open, historical_high, historical_low, historical_close, historical_volume = client.getHistoricalData(delay, con, endDateTime, durationStr, barSizeSetting, whatToShow)
print('\n')
time.sleep(3)
# Disconnect from TWS
print('Procedo a la desconexión')
client.disconnect()
print('Desconexión realizada')
def close_order(acc):
# закрыть счёт конкретного аккаунта
global baseOrder
app = IBapi()
app.connect('127.0.0.1', 7497, clientId)
time.sleep(5)
with open('positions.txt', 'r') as root:
positions = [line.split() for line in root.readlines()]
print(positions)
used = list()
for position in positions:
if position[1] not in used:
contract = Contract()
contract.secType = 'STK'
contract.symbol = position[1]
contract.currency = 'USD'
contract.exchange = 'SMART'
used.append(position[1])
if float(position[2]) >= 0.0:
baseOrder.action = 'SELL'
else:
baseOrder.action = 'BUY'
ordId = app.nextOrderId()
app.FillAdaptiveParams(baseOrder, 'Normal')
app.placeOrder(ordId, contract, baseOrder)
thread = threading.Thread(target=app.run)
thread.start()
time.sleep(3)
try:
thread._stop()
except Exception as stop_marker:
print(f'Stop error: {type(stop_marker).__name__}')
return
def start(self):
contract = Contract()
contract.symbol = "BA"
contract.secType = "OPT"
contract.strike = 380
contract.right = "C"
contract.Multiplier = "100"
contract.exchange = "BOX"
contract.currency = "USD"
contract.primaryExchange = "BOX"
contract.lastTradeDateOrContractMonth = "20200214"
order = Order()
order.action = "BUY"
order.totalQuantity = 200
order.orderType = "MKT"
order.lmtPrice = 400
order.right = "C"
order.strike = 180
order.expiry = "20200214"
self.placeOrder(self.nextOrderId, contract, order)
def main():
app = TestApp()
app.connect("127.0.0.1", 7497, 0)
#contract = Contract() #Con este tipo de contrato no funciona
#contract.symbol = "AAPL"
#contract.secType = "STK"
#contract.exchange = "SMART"
#contract.currency = "USD"
#contract.primaryExchange = "NASDAQ"
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.exchange = "IDEALPRO" #Este contrato no corre si estoy en la sesion de tfm2020le, pero si corre en la sesion "demo TWS"
contract.currency = "USD"
#idRequest,contract,EndDay(Se puede especificar el dia que queremos data)",Duration,Bar(size),typeData(BID,ASK,etc),0(trading hours),1(format data), Bool,Attribute
app.reqHistoricalData(1,contract,"","1 D","1 min","MIDPOINT",0,1,False,[])
app.run()
def getContracts(self):
self.got_contracts = True
#remove already current tickers
to_remove = []
for reqId, info in self.newTickers.items():
if info['symbol'] in self.allCurrentTickers:
print(info["symbol"])
to_remove.append(reqId)
for reqId in to_remove:
self.newTickers.pop(reqId)
if self.newTickers == {}:
print("No new tickers")
app.disconnect()
for reqId, info in self.newTickers.items():
contract = Contract()
contract.symbol = info["symbol"]
contract.currency = "USD"
contract.secType = "STK"
contract.exchange = "SMART"
self.reqContractDetails(reqId, contract)
def init_req_market_data():
global app, id_equity_info_mp, total_requests, market_data_id, symbols
global requested_symbols
while True:
time.sleep(sleep_interval)
for symbol in symbols:
if symbol not in requested_symbols:
contract = Contract()
contract.symbol = symbol
contract.secType = 'STK'
contract.exchange = 'SMART'
if symbol == 'CSCO':
contract.exchange = 'NASDAQ'
contract.currency = 'USD'
app.reqHistoricalData(market_data_id, contract, '', '2 D',
'1 day', 'TRADES', 1, 1, False, [])
app.reqMktData(market_data_id, contract, '', False, False, [])
id_equity_info_mp[market_data_id] = equity_info(symbol)
market_data_id += 1
total_requests += 1
def generate_ib_contract(symbol: str, exchange: Exchange) -> Optional[Contract]:
""""""
try:
fields = symbol.split(JOIN_SYMBOL)
ib_contract = Contract()
ib_contract.exchange = EXCHANGE_VT2IB[exchange]
ib_contract.secType = fields[-1]
ib_contract.currency = fields[-2]
ib_contract.symbol = fields[0]
if ib_contract.secType in ["FUT", "OPT", "FOP"]:
ib_contract.lastTradeDateOrContractMonth = fields[1]
if ib_contract.secType in ["OPT", "FOP"]:
ib_contract.right = fields[2]
ib_contract.strike = float(fields[3])
ib_contract.multiplier = int(fields[4])
except IndexError:
ib_contract = None
return ib_contract
def place_order(symbol, action, last_price, limit_price, position=None):
global app, order_id, dollars
print(f'order to be placed symbol {symbol}')
if last_price < 0 or limit_price < 0:
print('last or limit price <0')
return
if check_order_existed(symbol, action):
print('order already existed')
return
contract = Contract()
contract.symbol = symbol
contract.exchange = 'SMART'
if symbol == 'CSCO':
contract.exchange = 'NASDAQ'
contract.secType = 'STK'
contract.currency = 'USD'
order = Order()
order.action = action
order.tif = "DAY"
order.orderType = "LMT"
order.lmtPrice = limit_price
if position is None:
order.totalQuantity = int(round(dollars / last_price))
else:
order.totalQuantity = abs(position)
order.account = account
app.placeOrder(order_id, contract, order)
order_id += 1
app.position_end = False
app.reqPositions()
app.open_order_end = False
app.reqOpenOrders()
time.sleep(2)
def main():
# Create the client and Connect to TWS API
client = TestTradingData('127.0.0.1', 7497, 7)
time.sleep(3) #Sleep interval to allow time for connection to server
client.orderId = None
# Define a Contract
# contract = Contract()
# contract.symbol = 'AAPL'
# contract.secType = 'STK'
# contract.exchange = 'SMART'
# contract.currency = 'USD'
contract = Contract()
contract.symbol = 'INFY'
contract.secType = 'STK'
contract.exchange = 'SMART'
contract.currency = 'INR'
contract.primaryExchange = "NSE"
# Define 10 Ticks containing midpoint data
client.reqTickByTickData(1, contract, 'MidPoint', 10, True)
# Request market data
client.reqMarketDataType(
4) # Switch to live (1) frozen (2) delayed (3) delayed frozen (4).
client.reqMktData(2, contract, '', False, False, [])
# Request Real Time Bars of 5 seconds
client.reqRealTimeBars(3, contract, 5, 'MIDPOINT', False, [])
# Request Historical Bars
now = datetime.datetime.now().strftime("%Y%m%d, %H:%M:%S")
client.reqHistoricalData(4, contract, now, '2 D', '5 mins', 'BID', False,
1, False, [])
# Disconnect from TWS
time.sleep(10)
client.disconnect()
def main1():
global app1
global var1
global var2
global myList
print("Se supone que elimine conexion del objeto anterior de la clase TestApp que es global")
myList.remove(myList[0])
myList.remove(myList[0])
if len(myList) == 0:
print("Termine todos los contratos")
#app.disconnect()
return
var1 = myList[0]
var2 = myList[1]
print(myList)
print("La lista que se muestra en pantalla ya tiene menos dos elementos")
# if len(myList) == 0:
# print("Termine")
# app.disconnect()
# return
print("Se supone que voy a crear un nuevo contrato, por eso vuelvo a llamar a la clase,Inicio nueva conexion")
app1 = TestApp()
app1.connect("127.0.0.1", 7497, 0)
time.sleep(3)
contract = Contract()
contract.symbol = var2 #variable 2
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = var1
app1.reqMarketDataType(4)
app1.reqMktData(0,contract,"",False,False,[])
app1.run()
print("Termino el objeto de la clase")# Pasa por aqui luego de que termino todos los contratos, No deberia
def make_combo_Box(call_H: Contract, put_H: Contract, call_L: Contract, put_L: Contract):
Pleg_H = ComboLeg()
Pleg_H.ratio = 1
Pleg_H.action = 'SELL'
Pleg_H.exchange = 'SMART'
Pleg_H.conId = put_H.conId
Cleg_H = ComboLeg()
Cleg_H.ratio = 1
Cleg_H.action = 'BUY'
Cleg_H.exchange = 'SMART'
Cleg_H.conId = call_H.conId
Pleg_L = ComboLeg()
Pleg_L.ratio = 1
Pleg_L.action = 'BUY'
Pleg_L.exchange = 'SMART'
Pleg_L.conId = put_L.conId
Cleg_L = ComboLeg()
Cleg_L.ratio = 1
Cleg_L.action = 'SELL'
Cleg_L.exchange = 'SMART'
Cleg_L.conId = call_L.conId
contract = Contract()
contract.symbol = call_H.symbol
contract.secType = 'BAG'
contract.currency = 'USD'
contract.exchange = 'SMART'
contract.comboLegs = []
contract.comboLegs.append(Cleg_H)
contract.comboLegs.append(Pleg_H)
contract.comboLegs.append(Cleg_L)
contract.comboLegs.append(Pleg_L)
return contract
def orderStatus(self, orderId: OrderId, status: str, filled: float,
remaining: float, avgFillPrice: float, permId: int,
parentId: int, lastFillPrice: float, clientId: int,
whyHeld: str, mktCapPrice: float):
print("OrderStatus. Id: ", orderId, ", Status: ", status, ", Filled: ",
filled)
#print(time.time()-self.playBuyOrderTime)
if (filled == 10.0 and self.hasBuy == True):
self.oID = self.oID + 1
contract = Contract()
contract.symbol = "TSLA"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "ISLAND"
order = Order()
order.action = "SELL"
order.orderType = "LMT"
order.totalQuantity = 10
order.lmtPrice = avgFillPrice + 0.5
def InterCmdtyFuturesContract():
contract = Contract()
contract.symbol = "CL.BZ" # symbol is 'local symbol' of intercommodity spread.
contract.secType = "BAG"
contract.currency = "USD"
contract.exchange = "NYMEX"
leg1 = ComboLeg()
leg1.conId = 47207310 # CL Dec'16 @NYMEX
leg1.ratio = 1
leg1.action = "BUY"
leg1.exchange = "NYMEX"
leg2 = ComboLeg()
leg2.conId = 47195961 # BZ Dec'16 @NYMEX
leg2.ratio = 1
leg2.action = "SELL"
leg2.exchange = "NYMEX"
contract.comboLegs = []
contract.comboLegs.append(leg1)
contract.comboLegs.append(leg2)
return contract
def SmartFutureComboContract():
contract = Contract()
contract.symbol = "WTI" # WTI,COIL spread. Symbol can be defined as first leg symbol ("WTI") or currency ("USD")
contract.secType = "BAG"
contract.currency = "USD"
contract.exchange = "SMART"
leg1 = ComboLeg()
leg1.conId = 55928698 # WTI future June 2017
leg1.ratio = 1
leg1.action = "BUY"
leg1.exchange = "IPE"
leg2 = ComboLeg()
leg2.conId = 55850663 # COIL future June 2017
leg2.ratio = 1
leg2.action = "SELL"
leg2.exchange = "IPE"
contract.comboLegs = []
contract.comboLegs.append(leg1)
contract.comboLegs.append(leg2)
return contract
def FutureComboContract():
contract = Contract()
contract.symbol = "VIX"
contract.secType = "BAG"
contract.currency = "USD"
contract.exchange = "CFE"
leg1 = ComboLeg()
leg1.conId = 256038899 # VIX FUT 201708
leg1.ratio = 1
leg1.action = "BUY"
leg1.exchange = "CFE"
leg2 = ComboLeg()
leg2.conId = 260564703 # VIX FUT 201709
leg2.ratio = 1
leg2.action = "SELL"
leg2.exchange = "CFE"
contract.comboLegs = []
contract.comboLegs.append(leg1)
contract.comboLegs.append(leg2)
return contract
def StockComboContract():
contract = Contract()
contract.symbol = "IBKR,MCD"
contract.secType = "BAG"
contract.currency = "USD"
contract.exchange = "SMART"
leg1 = ComboLeg()
leg1.conId = 43645865 # IBKR STK
leg1.ratio = 1
leg1.action = "BUY"
leg1.exchange = "SMART"
leg2 = ComboLeg()
leg2.conId = 9408 # MCD STK
leg2.ratio = 1
leg2.action = "SELL"
leg2.exchange = "SMART"
contract.comboLegs = []
contract.comboLegs.append(leg1)
contract.comboLegs.append(leg2)
return contract
def OptionComboContract():
contract = Contract()
contract.symbol = "DBK"
contract.secType = "BAG"
contract.currency = "EUR"
contract.exchange = "DTB"
leg1 = ComboLeg()
leg1.conId = 197397509 # DBK JUN 15 2018 C
leg1.ratio = 1
leg1.action = "BUY"
leg1.exchange = "DTB"
leg2 = ComboLeg()
leg2.conId = 197397584 # DBK JUN 15 2018 P
leg2.ratio = 1
leg2.action = "SELL"
leg2.exchange = "DTB"
contract.comboLegs = []
contract.comboLegs.append(leg1)
contract.comboLegs.append(leg2)
return contract
def main():
global data_collected, column
data_collected = []
app = TestApp()
app.connect("127.0.0.1", 7496, 0)
#create a contract object
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.exchange = "IDEALPRO" #if you use smart, the API look through all available exchanges
contract.currency = "USD"
#http://interactivebrokers.github.io/tws-api/historical_bars.html
app.reqHistoricalData(1, contract, "20200127 23:59:59", "1 D", "1 min", "MIDPOINT", 1, 1, False, [])
#3rd parameter is "end day", if empty space, it means current day, duration,bar size, regular trading hour, format of date, keep_up_the_date, always [] reserved for internal use
app.run()
df = pd.DataFrame(data_collected, columns = column)
df.to_csv("historical_data")
print (df)
def new_stock(self, symbol, data): if symbol in self.stocks.keys(): return if data["last"] > 0.9 * data["open"]: return if data["ask"] > 0.9 * data["open"]: return overnight = (data["open"] - data["close"]) / data["close"] if abs(overnight) > 0.1: return self.stocks[symbol] = data contract = Contract() contract.symbol = symbol contract.currency = "USD" contract.secType = "STK" contract.exchange = "SMART" self.reqContractDetails(0, contract)
def request_option_chain(self,
ticker: str,
exchange: str,
expiration: str,
currency="USD"):
""" Request a list of all the options available for a given ticker and expiration.
:param ticker: stock ticker with available options
:param exchange: exchange of the options contracts
:param expiration: expiration of the options contracts, in YYYYMMDD format
:param currency: currency to report information in
"""
response = OptionDetailsResponse()
request_id = self._start_request(response)
# do not use _get_option_contract shortcut because we are leaving right and strike blank
contract = Contract()
contract.secType = "OPT"
contract.symbol = ticker
contract.exchange = exchange
contract.currency = currency
contract.lastTradeDateOrContractMonth = expiration
self._app.reqContractDetails(request_id, contract)
response.finished.wait(timeout=self.timeout)
return response.table
def nextValidId(self, orderId: int):
print("sss")
print("setting nextValidOrderId: %d", orderId)
self.oID = orderId
# here is where you start using api
contract = Contract()
contract.symbol = "TSLA"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "ISLAND"
print("sdfsdf")
self.reqMarketDataType(1)
# self.reqMktData(19003, contract, "" ,False, False, [])
# self.reqTickByTickData(19004, contract, "BidAsk")
# queryTime = (datetime.datetime.today() - datetime.timedelta(days=180)).strftime("%Y%m%d %H:%M:%S")
self.reqHistoricalData(4101, contract, "", "4 M", "5 mins", "TRADES",
1, 1, True, [])
print("sss")
