Re: How to get real time data for INDEX and FUTURES using TWS API reqMktData()?
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Example of the minimum fields to set for a march ZB futures contract:
? ? With lContractInfo
? ? ? ? .symbol = ""
? ? ? ? .secType = "FUT"
? ? ? ? .lastTradeDateOrContractMonth = ""
? ? ? ? .Strike = 0
? ? ? ? .Right = ""
? ? ? ? .multiplier = ""
? ? ? ? .Exchange = "ECBOT"
? ? ? ? .primaryExchange = ""
? ? ? ? .currency = "USD"
? ? ? ? .localSymbol = "ZB ? MAR 22"
? ? ? ? .conId = 0
? ? End With
You could also set the Symbol = "ZB" and the lastTradeDateOrContractMonth = "202203" instead of the localSymbol
El mié, 2 mar 2022 a las 6:39, Tareq Naushad (< tareq_ifti@...>) escribió: Hi,
Normally I use the following format of code to get real-time market data for a Symbol, which works fine:
```
contract = Contract()
contract.symbol = sym
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
reqMarketDataType(1)
reqMktData(x, contract, "", False, False, [])
```
So I want to write a similar code to get real-time data for FUTURES and INDEX. But the problem is, I have a little bit of doubt about how to write the symbol of an INDEX/FUTURES to receive actual data. Because the following code is not working:
```
contract = Contract()
contract.symbol = "/ES"
contract.secType = "IND"
contract.currency = "USD"
contract.exchange = "SMART"
reqMarketDataType(1)
reqMktData(x, contract, "", False, False, [])
```
Does anyone have any idea how to write the code for INDEX/FUTURES to receive real-time data?
Thanks
- Tareq
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