问题
Here is a script I am using to request market data.
I am not subscribed to the data-feed yet, so I though it would automatically return delayed market data, but apparently I have to enable it, but cannot find where to do that.
Here is the script and the errors I get, all I need is to receive delayed data, so I can test my algorithm.
from ib.opt import ibConnection, message
from ib.ext.Contract import Contract
from time import sleep
def fundamentalData_handler(msg):
print(msg)
def error_handler(msg):
print(msg)
tws = ibConnection(port=7496, clientId=100)
tws.register(error_handler, message.Error)
tws.register(fundamentalData_handler, message.fundamentalData)
tws.connect()
c = Contract()
c.m_symbol = 'AAPL'
c.m_secType = 'STK'
c.m_exchange = "SMART"
c.m_currency = "USD"
print "on it"
tws.reqMktData(897,c,"",False)
sleep(50)
tws.disconnect()
The error:
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:hfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:eufarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:jfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm.us>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ilhmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:euhmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:fundfarm>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds>
<error id=897, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled>
回答1:
Documentation suggests ( emphasis and formats added ) :
The API can request Live, Frozen, Delayed and Delayed Frozen market data from Trader Workstation by switching market data type via the
IBApi.EClient.reqMarketDataType
# Switch to live (1) frozen (2) delayed (3) delayed frozen (4). .reqMarketDataType( MarketDataTypeEnum.DELAYED )
that has to be called before making a market data request with
.reqMktData()
.
来源:https://stackoverflow.com/questions/45491254/how-to-enable-tws-delayed-market-data