I'm trying to get currency rates from interactive broker using ibpy library and there is code i found on google and i changed a little.
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from time import sleep
# print all messages from TWS
def watcher(msg):
print msg
# show Bid and Ask quotes
def my_BidAsk(msg):
if msg.field == 1:
print ('bid: %s' % ( msg.price))
bid=msg.price
elif msg.field == 2:
print ('ask: %s' % (msg.price))
ask=msg.price
elif msg.field==9:
print ('last close: %s' % msg.price)
last=msg.price
def makeStkContract(contractTuple):
newContract = Contract()
newContract.m_symbol = contractTuple[0]
newContract.m_secType = contractTuple[1]
newContract.m_exchange = contractTuple[2]
newContract.m_primaryExch=contractTuple[3]
newContract.m_currency = contractTuple[4]
print ('Contract Values:%s,%s,%s,%s,%s:' % contractTuple)
return newContract
if __name__ == '__main__':
global bid,ask,last
bid=None
ask=None
last=None
# con = ibConnection(port='4001',clientId=100)
con = Connection.create(port=7497, clientId=1006)
con.registerAll(watcher)
showBidAskOnly = True # set False to see the raw messages
if showBidAskOnly:
con.unregister(watcher, message.tickSize, message.tickPrice,
message.tickString, message.tickOptionComputation)
con.register(my_BidAsk, message.tickPrice)
con.connect()
sleep(1)
tickId = 1
# Note: Option quotes will give an error if they aren't shown in TWS
#contractTuple = ('GOOGL', 'STK', 'SMART', 'ISLAND','USD')
#contractTuple = ('QQQQ', 'OPT', 'SMART', 'USD', '20170921', 47.0, 'CALL')
#contractTuple = ('ES', 'FUT', 'GLOBEX', 'USD', '200709', 0.0, '')
#contractTuple = ('ES', 'FOP', 'GLOBEX', 'USD', '20070920', 1460.0, 'CALL')
contractTuple = ('CAD', 'CASH', 'IDEALPRO','IDEALPRO','jpy')
stkContract = makeStkContract(contractTuple)
print ('* * * * REQUESTING MARKET DATA * * * *')
con.reqMktData(tickId, stkContract, '', False)
print ('global variables:',bid, ask,last)
sleep(1)
print ('* * * * CANCELING MARKET DATA * * * *')
con.cancelMktData(tickId)
sleep(1)
con.disconnect()
#sleep(1)
the following is result
Server Version: 76
TWS Time at connection:20170319 05:45:12 EST
<managedAccounts accountsList=DU647841>
<nextValidId orderId=1>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm.us>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cafarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:hfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:jfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:eufarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usopt>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds.us>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ilhmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:euhmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:cashhmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:fundfarm>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds>
Contract Values:CAD,CASH,IDEALPRO,IDEALPRO,jpy:
* * * * REQUESTING MARKET DATA * * * *
('global variables:', None, None, None)
last close: 85.07
* * * * CANCELING MARKET DATA * * * *
the difficulties i have now are that first i want to eliminate all those unrelated msgs, second, I can't seem to get global variables (bid, ask,last) working.
Any suggestions? thanks in advance
If you don't want all the messages, don't print them.
You have to make sure the order you do things works asynchronously. Here you make a request and immediately print before it has time to get back from the server. Then you sleep for 1 second and hope it's done.
con.reqMktData(tickId, stkContract, '', False)
print ('global variables:',bid, ask,last)
sleep(1)
print ('* * * * CANCELING MARKET DATA * * * *')
con.cancelMktData(tickId)
Here is a way to do everything in order.
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
def nextValidId_handler(msg):
global id;
id = msg.orderId
# start now when you know it's connected
makeRequest()
def error_handler(msg):
# only print interesting errors
if msg.id > 0:
print(msg)
# show Bid and Ask quotes
def my_BidAsk(msg):
global bid,ask
if msg.field == 1:
print ('bid: %s' % ( msg.price))
bid=msg.price
elif msg.field == 2:
print ('ask: %s' % (msg.price))
ask=msg.price
# there is no last price in forex, maybe just the last close.
if (bid is not None) and (ask is not None):
midPoint = (bid + ask)/2
print ('global variables:',bid, ask, midPoint)
# disconnect after getting all the data we want
disconnect()
def makeStkContract(contractTuple):
newContract = Contract()
newContract.m_symbol = contractTuple[0]
newContract.m_secType = contractTuple[1]
newContract.m_exchange = contractTuple[2]
newContract.m_primaryExch=contractTuple[3]
newContract.m_currency = contractTuple[4]
print ('Contract Values:%s,%s,%s,%s,%s:' % contractTuple)
return newContract
def makeRequest():
global tickId
tickId = 1
contractTuple = ('CAD', 'CASH', 'IDEALPRO','IDEALPRO','jpy')
stkContract = makeStkContract(contractTuple)
print ('* * * * REQUESTING MARKET DATA * * * *')
con.reqMktData(tickId, stkContract, '', False)
def disconnect():
print ('* * * * CANCELING MARKET DATA * * * *')
con.cancelMktData(tickId)
con.disconnect()
bid = None
ask = None
if __name__ == '__main__':
con = ibConnection(port=7497, clientId=1006)
con.register(error_handler, message.Error)
con.register(nextValidId_handler, message.nextValidId)
con.register(my_BidAsk, message.tickPrice)
con.connect()