def get_live_interval_bars(ticker: str, bar_len: int, seconds: int):
"""Get real-time interval bars"""
bar_conn = iq.BarConn(name='pyiqfeed-Example-interval-bars')
bar_listener = iq.VerboseBarListener("Bar Listener")
bar_conn.add_listener(bar_listener)
with iq.ConnConnector([bar_conn]) as connector:
bar_conn.watch(symbol=ticker, interval_len=bar_len,
interval_type='s', update=1, lookback_bars=10)
time.sleep(seconds)
def _start_listening(self):
conn = iq.BarConn(name="{} - live, {} minutes interval".format(
self.ticker, self.bars_interval))
conn.add_listener(self)
with iq.ConnConnector([conn]) as connector:
conn.watch(symbol=self.ticker,
interval_len=self.bars_interval,
interval_type=Instrument.INTERVAL_TYPE,
update=self.bars_interval,
lookback_bars=self.bars_to_load)
while True:
time.sleep(5)
def run_forever(self, timeframe):
"""Start listening to IQFeed bars for the specified time frame."""
bar_conn = iq.BarConn(name="IQFeed Bar Conn %s" %
bt.TimeFrame.getname(timeframe))
bar_listener = IQFeedBarListener(
"IQFeed Bar listener %s" % bt.TimeFrame.getname(timeframe),
self.queues[timeframe])
bar_conn.add_listener(bar_listener)
watched = []
with iq.ConnConnector([bar_conn]) as connector:
while not self.stopped:
for data in self.datas:
if data.p.timeframe == timeframe and id(
data) not in watched:
interval_type = 't' if data.p.timeframe == bt.TimeFrame.Ticks else 's'
interval_len = {
bt.TimeFrame.Ticks: 1,
bt.TimeFrame.Seconds: 1,
bt.TimeFrame.Minutes: 60
}.get(data.p.timeframe)
bar_conn.watch(symbol=data.p.dataname,
interval_len=interval_len *
data.p.compression,
interval_type=interval_type,
bgn_bars=None,
lookback_days=1,
lookback_bars=None,
update=0)
watched.append(id(data))
time.sleep(0.1)
for data in self.datas:
if data.p.timeframe == timeframe:
quote_conn.unwatch(data.p.dataname)
bar_conn.remove_listener(bar_listener)
'USDJPY.FXCM',
]
def callback(bar_data: np.array):
print(bar_data['datetime'][0])
full_name = bar_data['symbol'][0]
label_name = full_name.split('.')[0] + '_PRICE'
text_field = getattr(ui, label_name)
text_field.setText(str(bar_data['close_p'][0]))
if __name__ == "__main__":
# init listener
bar_conn = iq.BarConn(name='test live interval bars')
bar_listener = QuoteListener('customized bar listener', callback)
bar_conn.add_listener(bar_listener)
with iq.ConnConnector([bar_conn]) as conn:
for ticker in tickers:
print('watching {}'.format(ticker))
bar_conn.watch(symbol=ticker,
interval_len=1 * 60,
interval_type='s',
update=1,
lookback_bars=205)
bar_conn.watch(symbol=ticker,
interval_len=5 * 60,
interval_type='s',
update=1,
lookback_bars=205)