realtimebars

[Christophe]

Hi,

Has anyone managed to receive real time bars?
I've try to get real time bars using the code below which is based on
the fancy_marketdata example but I don't seem to get any update.


#! /usr/bin/env python
# -*- coding: utf-8 -*-

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

# print all messages from TWS
def watcher(msg):
print "Watcher: ", msg

# show Bid and Ask quotes
def my_BidAsk(msg):
print "msg:", msg
if msg.field == 1:
print '%s:%s: bid: %s' % (contractTuple[0],
contractTuple[6], msg.price)
elif msg.field == 2:
print '%s:%s: ask: %s' % (contractTuple[0], contractTuple[6],
msg.price)

def msgHandle(msg):
print msg

def errorHandler(msg):
print msg

def makeStkContract(contractTuple):
newContract = Contract()
newContract.m_symbol = contractTuple[0]
newContract.m_secType = contractTuple[1]
newContract.m_exchange = contractTuple[2]
newContract.m_currency = contractTuple[3]
newContract.m_expiry = contractTuple[4]
newContract.m_strike = contractTuple[5]
newContract.m_right = contractTuple[6]
print 'Contract Values:%s,%s,%s,%s,%s,%s,%s:' % contractTuple
return newContract

if __name__ == '__main__':
con = ibConnection()
con.registerAll(watcher)
con.register(errorHandler, Error)
con.connect()
sleep(1)
tickId = 10
tickId2 = 2

# Note: Option quotes will give an error if they aren't shown in
TWS
contractTuple = ('QQQQ', 'STK', 'SMART', 'USD', '', 0.0, '')
#contractTuple = ('QQQQ', 'OPT', 'SMART', 'USD', '20070921', 47.0,
'CALL')
#contractTuple = ('ES', 'FUT', 'GLOBEX', 'USD', '200912', 0.0, '')
#contractTuple = ('N225M', 'FUT', 'OSE.JPN', 'JPY', '200912', 0.0,
'')
#contractTuple = ('ES', 'FOP', 'GLOBEX', 'USD', '20070920',
1460.0, 'CALL')
#contractTuple = ('EUR', 'CASH', 'IDEALPRO', 'USD', '', 0.0, '')
stkContract = makeStkContract(contractTuple)
print '* * * * REQUESTING MARKET DATA * * * *'
con.reqRealTimeBars(tickId, stkContract, 5, 'MIDPOINT', False)
#con.reqMktData(tickId2, stkContract, '', False)
sleep(30)
print '* * * * CANCELING MARKET DATA * * * *'
con.cancelRealTimeBars(tickId)
#con.cancelMktData(tickId2)
sleep(1)
con.disconnect()
sleep(1)


Thanks,

Christophe

[merlinson]

Hi Christophe,

It looks to me like you did it correctly. I got this for an output:

* * * * REQUESTING MARKET DATA * * * *

Watcher: <RealtimeBar reqId=10, time=1259870775, open=44.245,
high=44.245, low=44.245, close=44.245, volume=-1, wap=-1.0, count=-1>
Watcher: <RealtimeBar reqId=10, time=1259870780, open=44.245,
high=44.245, low=44.245, close=44.245, volume=-1, wap=-1.0, count=-1>
Watcher: <RealtimeBar reqId=10, time=1259870785, open=44.245,
high=44.245, low=44.245, close=44.245, volume=-1, wap=-1.0, count=-1>
Watcher: <RealtimeBar reqId=10, time=1259870790, open=44.245,
high=44.245, low=44.245, close=44.245, volume=-1, wap=-1.0, count=-1>
Watcher: <RealtimeBar reqId=10, time=1259870795, open=44.245,
high=44.245, low=44.245, close=44.245, volume=-1, wap=-1.0, count=-1>
Watcher: <RealtimeBar reqId=10, time=1259870800, open=44.245,
high=44.245, low=44.245, close=44.245, volume=-1, wap=-1.0, count=-1>
Watcher: <RealtimeBar reqId=10, time=1259870805, open=44.245,
high=44.245, low=44.245, close=44.245, volume=-1, wap=-1.0, count=-1>

* * * * CANCELING MARKET DATA * * * *

I wonder what's going on?

Best regards,
Merlinson

[Christophe]

Hi Merlinson,

Thanks for the reply. I wonder what's going on.
I get the following messages in the terminal:
03-Dec-09 20:40:08 DEBUG Server Version: 45
03-Dec-09 20:40:08 DEBUG TWS Time at connection: 20091203
20:40:03 Greenwich Mean Time
Watcher: <NextValidId orderId=1>
Watcher: <OpenOrderEnd >
Watcher: <Error id=-1, errorCode=2104, errorMsg=Market data farm
connection is OK:ibdemo>
<Error id=-1, errorCode=2104, errorMsg=Market data farm connection is
OK:ibdemo>
Watcher: <Error id=-1, errorCode=2106, errorMsg=HMDS data farm
connection is OK:demohmds>
<Error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is
OK:demohmds>
Contract Values:ES,FUT,GLOBEX,USD,200912,0.0,:

* * * * REQUESTING MARKET DATA * * * *

* * * * CANCELING MARKET DATA * * * *

And in the terminal where I've started TWS, I see:
Exception in thread "AWT-EventQueue-0" java.lang.NullPointerException
at jextend.pe.a(pe.java:169)
at hmdscore.xml.f.run(f.java:235)
at java.awt.event.InvocationEvent.dispatch(InvocationEvent.java:209)
at java.awt.EventQueue.dispatchEvent(EventQueue.java:597)
at java.awt.EventDispatchThread.pumpOneEventForFilters
(EventDispatchThread.java:269)
at java.awt.EventDispatchThread.pumpEventsForFilter
(EventDispatchThread.java:184)
at java.awt.EventDispatchThread.pumpEventsForHierarchy
(EventDispatchThread.java:174)
at java.awt.EventDispatchThread.pumpEvents(EventDispatchThread.java:
169)
at java.awt.EventDispatchThread.pumpEvents(EventDispatchThread.java:
161)
at java.awt.EventDispatchThread.run(EventDispatchThread.java:122)
20:40:21:092 JTS-EServerSocket-90: [0:45:45:1:0:0:0:SYS] Client{0}
terminated conversation.

Regards,

Christophe

[merlinson]

Holy cow, a Java error. That is beyond my pay grade. For all my
great skill in generating errors, I haven't seen many of those. Hmm,
does the standard fancy_marketdata in the demo run normally? Are you
using the latest versions of everything? My last dumb suggestion:
reinstall?

Wish I had a clue.

[Christophe]

I'm running Ubuntu on 2 machines which have recently been installed so
it's fairly clean.

I've got:
Python 2.6.4
IBPy from svn
TWS Build 899.8
Java version 1.6.0_15 (package sun-java6-jre )

What java do you run?

Thanks,

Christophe

[merlinson]

I'm using Ubuntu (Karmic 64-bit) also:

python 2.6.4
IbPy-0.7.6.9.51 (the download)
TWS Build 899.8
Java version from sun-java6-jre is 6-15-1

I think it would be really weird if the fancy_marketdata example in
the demo directory didn't fail in the same way because those two are
so similar.

[Christophe]

We have a very similar setup. The differences are Ibpy and that I'm on
a 32 bit machine.
I've tried IbPy-0.7.6.9.51 and I get the same error. I've also tried
other version of java, and I still get the same error.

I've searched the IB forum, and some people suggest that realtimebars
do not work with a demo account. I do not have an account yet so I
cannot confirm that. Is that something you can test?

[merlinson]

Well, I'll be a monkey's uncle! The fancy_marketdata example works in
the demo system but the realtimebars example fails. At least it
doesn't return any data. I seem to have started the demo system
directly without a terminal so I can't see any errors. But it doesn't
crash the demo system anyway. I was running in the paper trading
account and I think you found the problem.

Best regards

[Christophe]

Thanks for your help. We both learned something there. :-)

[Janus Cheng]

hi ,
i am a newbie, i  have copied the most code and run in my computer, but reqRealtimeBars can't appear anything, does anyone know why?
i use win 7, updated java version, python 2.7, API 9.7
The result showed as below, thanks.

Server Version: 76
TWS Time at connection:20150927 16:32:33 CST
Watcher:  <managedAccounts accountsList=DU20034>
Watcher:  <nextValidId orderId=1>
Watcher:  <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:ibdemo>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:ibdemo>
Watcher:  <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:demohmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:demohmds>
Contract Values:GOOGL,STK,SMART,USD,,0.0,:

* * * * REQUESTING MARKET DATA * * * *

* * * * CANCELING MARKET DATA * * * *

Process finished with exit code 0

[Patrick Actor]

Janus, not all symbols are available from ibdemo account. Open TWS and use quote tab. It may state googl is not available.

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[Janus Cheng]

Thanks Gunsn. I found "GOOGL" exist in the quote tab and try others like "AAPL", "IBM", but result same to before. If I back to use "QQQQ", it apear error msg, like that:
"
 Contract Values:QQQQ,STK,SMART,USD,,0.0,:

* * * * REQUESTING MARKET DATA * * * *

Watcher:  <error id=10, errorCode=200, errorMsg=No security definition has been found for the request>
<error id=10, errorCode=200, errorMsg=No security definition has been found for the request>

* * * * CANCELING MARKET DATA * * * *

Watcher:  <error id=10, errorCode=300, errorMsg=Can't find EId with tickerId:10>
<error id=10, errorCode=300, errorMsg=Can't find EId with tickerId:10>

Process finished with exit code 0
"

Thanks.

GunsnMoney於 2015年9月28日星期一 UTC+8上午10時55分04秒寫道：