Hello i new here i try get data for multiple symbol,
about 580 +-,
but it take allot time and not always finish this.
this how i try make this.
from ibapi.client import EClient
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from ibapi.wrapper import EWrapper
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from ibapi.contract import Contract
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import pandas as pd
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import threading
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import time
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from datetime import timedelta
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import datetime
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tickers=list(pdToList[0:600]) #########-> list example i put here <-#########
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listnumb = []
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from ibapi.common import BarData
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from random import random
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start = datetime.datetime.utcnow()
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class IBapi(EWrapper, EClient):
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????def __init__(self):
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????????EClient.__init__(self, self)
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????????self.data = []
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????def error(self, reqId, errorCode, errorString):
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????????print("Error. Id: ", reqId, " Code: ", errorCode, " Msg: ", errorString)
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????def historicalTicksBidAsk(self, reqId, ticks, done):
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????????for i in listnumb:
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????????????mama = int(''.join(filter(str.isdigit, i)))
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????????????if str(reqId) == str(mama):
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????????????????symbllll = str(i)
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????????????????result = ''.join([i for i in symbllll if not i.isdigit()])
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????????????????symbllll = str(result)
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????????????????break
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????????for tick in ticks:
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????????????print("HistoricalTickBidAsk. ReqId:", reqId , "symb : " + symbllll, tick)
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????????????
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????# include this callback to track progress and maybe disconnectwhen all are finished
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????def historicalDataEnd(self, reqId: int, start: str, end: str):
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????????print("finished")
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def run_loop():
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????app.run()
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app = IBapi()
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app.connect('127.0.0.1', 4001, 123)
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api_thread = threading.Thread(target=run_loop, daemon=True)
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api_thread.start()
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time.sleep(1)
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reqId = 1
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sym_dict = {}
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start_time = time.time()
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for sym in tickers:
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????contract = Contract()
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????contract.symbol = str(sym)
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????sym_dict[reqId] = sym
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????contract.secType = "STK"
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????contract.exchange = "SMART"
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????contract.currency = "USD"
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????listnumb.append(sym + str(reqId))
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????app.reqHistoricalTicks(reqId, contract, "20211022 04:09:40", "", 1, "BID_ASK", 1, False, [])
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????reqId += 1 |
