Re: Pulling reqMktData for multiple tickers
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Hi Patric,
I have one thread and keep sequential thread IDs in DB as I corelate them to data received. The TCP socket is not asynchronous so I am not sure if your threading separately for each request doest anything because you still go through same TCP socket. It probably saves you some microsecond which might be significant if doing HFT. Otherwise, sending requests one after other should be fast too.? Callbacks keep receiving data in no order (out of our control) so again not sure if threading helps. So yeah, maybe you are over complicating.
^^^ I am talking in context of C++ and not Python.
I would be interested to hear a senior person defend your method as better as it may be somehow future proofing and something I am missing. Aha, if you will have multiple account support in future ;) this may help.
- Bruce
Hey guys, what I am trying to perform is a reqMktData pull (I'm pulling the bid,ask,last prices) for multiple tickers. Normally I would just change the ID number for each ticker.. but for this specific program I am building. The ticker amounts are going to change each day. One day it could be 3 stocks, next day it could be 7.?
So I am trying to come up with a fancy way to "spin off" the reqMktData into its own threads so that can change by the input.?
What is happening is, that the threads spin off fine, but the reqMktData just keeps getting "replaced" by the next ticker in line in the function.?
Really what I need it to do is this
1) For ticker in tickers (the loop through). After we loop the first one. Stop the function and loop. And seal that up as the first thread.
2) Run the function again, for ticker in tickers (the loop) but we pick back up where we left off. Creates another ReqMktData in the 2nd thread. Stop the function and loop from continuing.
3) Function runs again, for ticker in tickers (the loop), and we once again pick back up where we left off. Creates another reqMktData in the 3rd thread. Stop the function and loop.
Since there is only 3 "tickercount" its all finished. Now I had 3 threads all running a reqMktData but each thread has a unique "tickerId" corresponding with each stock in the tickers list.?
Does that make sense? Am I just over complicating this? Here is the code for you to study. Its obviously not the whole program. Everything else in the program works fine.?
tickerId = 0
tickercount = 0
tickers = ["JG", "AAPL", "FB"]
def dataReturn(app):
? ? global tickerId
? ? for ticker in tickers:
? ? ? ? tickerId += 1
? ? ? ? app.reqMktData(tickerId, usTechStk(ticker), "", False, False, [])
? ? ? ? time.sleep(5) #Add some breathing room for testing
? ? ? ??
threads = []
for ticker in tickers:
? ? tickercount += 1
? ? ? ??
for _ in range(tickercount):
? ? t = threading.Thread(target=dataReturn, args=(app,))
? ? t.start()
?
? ? threads.append(t)
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