我正在研究IbPy是否可以成为我连接到交互式经纪人交易API的一个好方法。我现在,作为一个测试,试图收集一些股票价格快照,看看我是否可以让IbPy为我工作。我正在使用Brokertron网关连接IB
我从IB API中得到请求的股票价格很好(从我发现的错误处理的一些示例代码中,见下文),所以从技术上讲,它适用于IB API,但我不知道如何将特定字段(字段=4,价格=175.95,见下文)提取到变量中以供以后使用。
有什么办法把字段4的内容变成变量吗?谢谢!
Python示例脚本:
import ib
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from time import sleep
class Downloader(object):
def __init__(self,debug=False):
self.tws = ibConnection('localhost', 4001, 0)
if debug:
self.tws.registerAll(self.debugHandler)
self.tws.connect()
self._reqId = 1 # current request id
def debugHandler(self,msg):
print '[debug]', msg
def requestData(self,contract):
self.tws.reqMktData(self._reqId,c,'',1)
self._reqId+=1
return "???"
if __name__=='__main__':
dl = Downloader(debug=True)
c = Contract()
c.m_symbol = 'SPY'
c.m_secType = 'STK'
c.m_exchange = 'SMART'
c.m_currency = 'USD'
laststockpricefield4 = dl.requestData(c)
print laststockpricefield4
sleep(3)
print 'Done.'
命令行输出:
01-Nov-12 22:30:43 DEBUG Server Version: 65
01-Nov-12 22:30:43 DEBUG TWS Time at connection: 20121101 22:30:43 GMT
???
[debug] ManagedAccounts accountsList=DU15144>
[debug] NextValidId orderId=1>
[debug] TickString tickerId=1, tickType=45, value=1351808899>
[debug] TickPrice tickerId=1, field=4, price=175.95, canAutoExecute=0>
[debug] TickSize tickerId=1, field=5, size=1>
[debug] TickGeneric tickerId=1, tickType=49, value=0.0>
[debug] TickPrice tickerId=1, field=1, price=176.03, canAutoExecute=1>
[debug] TickSize tickerId=1, field=0, size=378>
[debug] TickPrice tickerId=1, field=2, price=176.05, canAutoExecute=1>
[debug] TickSize tickerId=1, field=3, size=344
这能行!
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