开云体育

I am looking to get the open price of today for around 30 symbols as early as possible.

It can be done by the following process:

• Wait until the market opens, time is after 9:30:00
• Use reqHistoricalData to get one day's daily candle
• Grap the open price of today

The problem is that if I reqHistoricalData within 5 seconds after the market is open, the daily candle will be the previous day's data.

I have to wait until the time is after 9:30:05 instead of 9:30:00 to request the daily data.

May I ask if you have any suggestions to get the open price data from IB avoiding waiting 5 seconds after the market is open?

import datetime
import pandas as pd
from ib_insync import *

def wait_until_market_open():
	
	#get open time
	now      = datetime.datetime.now()
	openTime = now.replace(hour=9, minute=30, second=5, microsecond=0)
	
	#return if market is open
	while True:
		now = datetime.datetime.now()
		if( now >= openTime ): 
			return
		time.sleep(0.3)


if __name__ == "__main__":

	ib = IB()
	ib.connect('127.0.0.1', 7497, clientId=10)
	
	wait_until_market_open()
	
	symbs = ['AAPL', 'TSLA', 'SPY']
	for symb in symbs:
		
		contract = Stock(symb, 'SMART', 'USD', primaryExchange='ISLAND')
		bars = ib.reqHistoricalData(contract, 
			                          endDateTime='', 
			                          durationStr='1 D', 
			                          barSizeSetting='1 day', 
			                          whatToShow='TRADES', 
			                          useRTH=True, 
			                          formatDate=1)
		df = util.df(bars)
		print(symb, df.iloc[0]['open'])
	
	ib.disconnect()