From what I understand delayed TickByTick streaming data requires no subscription (besides snapshot and is subject to volume limitations). So I wonder why I get the following error message:
My code:?
from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum
import time
from datetime import datetime
import threading
?
?
class TestApp(EWrapper, EClient):
? ? def __init__(self):
? ? ? ? EClient.__init__(self, self)
? ? ? ? self.last_price_list = []
?
? ? def error(self, reqId, errorCode, errorString):
? ? ? ? print("Error: ", reqId, " ", errorCode, " ", errorString)
?
? ? def tickByTickAllLast(self, reqId, tickType, time, price, size, tickAtrribLast, exchange, specialConditions):
? ? ? ? print("Tick Price. Ticker Id:", reqId, "tickType:", TickTypeEnum.to_str(tickType), "Price:", price,?
? ? ? ? ? ? ? ? "tickAtrribLast:", tickAtrribLast, "specialConditions:", specialConditions,? end=' ')
? ? ? ? print("_______________________")
? ??
app = TestApp()
?
app.connect("127.0.0.1", 4002, 0)
? ??
? ? # allow time to connect to server
time.sleep(1)
? ??
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
?
app.reqMarketDataType(4)? # switch to delayed-frozen data if live is not available
app.reqTickByTickData(1 ,contract, "Last", 0, True)
#app.reqMktData(1, contract, "", False, False, [])
?
api_thread = threading.Thread(target=app.run)
api_thread.start()
?
Error message:
Error:? -1? ?2104? ?Market data farm connection is OK:usfarm
Error:? -1? ?2106? ?HMDS data farm connection is OK:ushmds
Error:? -1? ?2158? ?Sec-def data farm connection is OK:secdefil
Error:? 1? ?10189? ?Failed to request tick-by-tick data.No market data permissions for ISLAND STK. Requested market data requires additional subscription for API. See link in 'Market Data Connections' dialog for more details.
