3月

python IB API ib_insync tick data

from ib_insync import *

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

contracts = [Forex(pair) for pair in ('EURUSD', 'USDJPY', 'GBPUSD', 'USDCHF', 'USDCAD', 'AUDUSD')]
ib.qualifyContracts(*contracts)

eurusd = contracts[0]

for contract in contracts:
    ib.reqMktData(contract, '', False, False)

ticker = ib.ticker(eurusd)
ib.sleep(2)

print(ticker)

contract = Stock('AAPL', 'SMART', 'USD')
ib.reqMktData(contract, '', False, False)

ticker = ib.ticker(contract)
ib.sleep(2)

print(ticker)

Ticker(contract=Forex('EURUSD', conId=12087792, exchange='IDEALPRO', localSymbol='EUR.USD', tradingClass='EUR.USD'), time=datetime.datetime(2019, 3, 19, 7, 29, 48, 375757, tzinfo=datetime.timezone.utc), bid=1.13469, bidSize=6000000, ask=1.1347, askSize=3000000, prevBidSize=7000000, prevAskSize=1000000, high=1.13505, low=1.1334, close=1.1341, ticks=[], tickByTicks=[], domBids=[], domAsks=[], domTicks=[])
Ticker(contract=Stock(symbol='AAPL', exchange='SMART', currency='USD'), time=datetime.datetime(2019, 3, 19, 7, 29, 50, 371185, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, last=188.4, lastSize=1, ticks=[], tickByTicks=[], domBids=[], domAsks=[], domTicks=[])

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