python 获取IB历史数据 ib_insync 库的使用

import pymysql
import pandas as pd
from ib_insync import *
from config import configs
# util.startLoop()  # uncomment this line when in a notebook

ib = IB()
ib.connect('127.0.0.1', 7496, clientId=1)


code = "PDD"

contract = Stock(code, exchange="SMART")
bars = ib.reqHistoricalData(contract, endDateTime='20190314 18:30:00', durationStr='1 D',
        barSizeSetting='30 secs', whatToShow='MIDPOINT', useRTH=True)

# convert to pandas dataframe:
df = util.df(bars)
print(df[['date', 'open', 'high', 'low', 'close']])

https://github.com/erdewit/ib_insync

http://www.waitingfy.com/archives/5334

                   date    open    high     low   close
0   2019-03-13 21:30:00  27.280  27.840  27.185  27.775
1   2019-03-13 21:30:30  27.775  27.830  27.535  27.745
2   2019-03-13 21:31:00  27.745  27.890  27.725  27.880
3   2019-03-13 21:31:30  27.880  27.895  27.755  27.755
4   2019-03-13 21:32:00  27.755  27.845  27.725  27.845
5   2019-03-13 21:32:30  27.845  27.895  27.805  27.850
6   2019-03-13 21:33:00  27.850  27.855  27.725  27.725
7   2019-03-13 21:33:30  27.725  27.725  27.210  27.225

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