这是我用来请求市场数据的脚本。
我还没有订阅数据馈送,所以我认为它会自动返回延迟的市场数据,但显然我必须启用它,但找不到在哪里执行。
这是我得到的脚本和错误,我只需要接收延迟的数据,这样我就可以测试我的算法。

from ib.opt import ibConnection, message
from ib.ext.Contract import Contract
from time import sleep

def fundamentalData_handler(msg):
    print(msg)

def error_handler(msg):
    print(msg)

tws = ibConnection(port=7496, clientId=100)
tws.register(error_handler, message.Error)
tws.register(fundamentalData_handler, message.fundamentalData)
tws.connect()

c = Contract()
c.m_symbol = 'AAPL'
c.m_secType = 'STK'
c.m_exchange = "SMART"
c.m_currency = "USD"

print "on it"

tws.reqMktData(897,c,"",False)
sleep(50)

tws.disconnect()

错误:
<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:eufarm>
<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:usfuture>
<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:usfarm.us>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm>
<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:fundfarm>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds>
<error id=897, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled>

最佳答案

文件建议(增加重点和格式):
API可以通过IBApi.EClient.reqMarketDataType

# Switch to live (1) frozen (2) delayed (3) delayed frozen (4).

.reqMarketDataType( MarketDataTypeEnum.DELAYED )

在使用.reqMktData()进行市场数据请求之前必须调用它。

07-27 18:46