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这是试图通过盈透证券 (IB) TWS 检索 AAPL 延迟股票价格的代码。

但是,没有检索到任何数据。

如您所见,已调用 app.reqMarketDataType(3) 来设置延迟数据。(3是延迟)

我已经在 IB TWS 中登录了模拟账户并确保选择了“启用 ActiveX 和 Socket 客户端”。

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract

import threading
import time
   
class IBapi(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)
    def tickPrice(self, reqId, tickType, price, attrib):
        if tickType == 2 and reqId == 1:
            print('The current ask price is: ', price)

def run_loop():
    app.run()

app = IBapi()
app.connect('127.0.0.1', 7497, 123)

#Start the socket in a thread
api_thread = threading.Thread(target=run_loop, daemon=True)
api_thread.start()

time.sleep(1) #Sleep interval to allow time for connection to server

#Create contract object
apple_contract = Contract()
apple_contract.symbol = 'AAPL'
apple_contract.secType = 'STK'
apple_contract.exchange = 'SMART'
apple_contract.currency = 'USD'

#Request Market Data
app.reqMarketDataType(3)
app.reqMktData(1, apple_contract, '', False, False, [])

time.sleep(10) #Sleep interval to allow time for incoming price data
app.disconnect()
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1 回答 1

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代码工作正常。问题是除非你得到tickType 2(实时询问),否则你不会打印,延迟询问是tickType 67。

https://interactivebrokers.github.io/tws-api/tick_types.html

于 2020-08-24T15:50:25.710 回答