我是 Python 新手,我想使用原生 TWS Python API(Interactive Brokers API)在变量中获取证券列表的价格快照。例如,对于股票 APPL、AMZN 和 NFLX,我想得到类似 snaphot = ['APPL', 195.2, 'AMZN', 1771.5, 'NFLX', 306] 的东西。
预先感谢您的帮助。
我发现盈透证券的指南难以理解并且缺乏示例。他们提供的一个例子仅适用于一只股票,它永远不会停止运行。
from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum
import time
class TestApp(EWrapper, EClient):
def __init__(self):
EClient.__init__(self, self)
def error(self, reqId, errorCode, errorString):
print("Error: ", reqId, " ", errorCode, " ", errorString)
def tickPrice(self, reqId, tickType, price, attrib):
print("Tick Price. Ticker Id:", reqId, "tickType:",
TickTypeEnum.to_str(tickType), "Price:", price, end=' ')
def tickSize(self, reqId, tickType, size):
print("Tick Size. Ticker Id:", reqId, "tickType:",
TickTypeEnum.to_str(tickType), "Size:", size)
def main():
app = TestApp()
app.connect("127.0.0.1", 7496, 0)
time.sleep(0.1)
contract = Contract()
contract.secType = "FUT"
contract.exchange = "DTB"
contract.currency = "EUR"
contract.localSymbol = "FDXM SEP 19"
app.reqMarketDataType(4) # 1 for live, 4 for delayed-frozen data if live is not available
app.reqMktData(1, contract, "", True, False, [])
app.run()
if __name__ == "__main__":
main()