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

Try to obtain the data asynchronically



Example from ib-ruby

Source-code:

Documentation: https://ib-ruby.github.io/ib-doc/market_price.html

i.e.
> market_data = ["BMY", "CAT","DE","FL","GE","IBM","K","KO","T","VZ"].map{|y| IB::Stock.new( symbol: y).verify.first}
> market_data.map{|c| c.market_price(thread: true)}.join
> puts market_data.sort_by( &:symbol).map{|c| [c.symbol, c.misc.to_f].join " -> "? }.join "\n"
BMY -> 54.05
CAT -> 129.99
DE -> 147.87
FL -> 50.88
GE -> 8.02
IBM -> 121.7
K -> 61.98
KO -> 50.3
RH -> 113.2
T -> 30.32
VZ -> 60.23
?=> nil
>
It takes about 10 sec. to obtain the results.

have fun.

Hey i see its c++ not have make it faster in python ? i use theard in my code

How long does a successful run take?

I am wondering whether your loop exceeds the acceptable rate of requests (50 requests per second) and that your client gets penalized for that. In that case I can think of two approaches you could try:

First you could try the PACEAPI connection option. This option exists since TWS API 974 and makes TWS pace your requests for you. Here the release notes description:

Better Pacing: API messages sent at a higher rate than 50/second can now be paced by TWS at the 50/second rate instead of potentially causing a disconnection. This is now done automatically by the RTD Server API and can be done with other API technologies by invoking SetConnectOptions("+PACEAPI") prior to eConnect.

You could also add pacing code to your client code, meaning you could sleep for a small amount of time before each call to reqHistoricalTicks (say 50ms to 100ms) or larger amount after 10 or 20 calls.

Hope this helps.

闯ü谤驳别苍

PS: Using sleep calls is generally a bad idea when waiting for events or results in an asynchronous API such as TWS API. In fact you should remove the time.sleep(1) after api_thread.start() and suspend your thread until the connected() callback indicates a successful connection.

Sleep calls before requests for pacing is acceptable and sometimes necessary.

On Mon, Oct 25, 2021 at 01:23 AM, 闯ü谤驳别苍 Reinold wrote:

SetConnectOptions("+PACEAPI")

i try it for 50 symbols but it take like 300 sec and not always work :X

I was able to do a little better than 50 symbols per 300 seconds with our Java framework, but I think there is an IBKR policy enforced limit of about 2 seconds per request once you go beyond +/-10 symbols.

Please keep in mind that IBKR is a brokerage and not a data provider. Also, the TWS API won't allow for operations that TWS does not need. And Bid/Ask information for 500 symbols is not needed for TWS. [Just to make sure. I do not work for or with IBKR in any capacity]

Your question intrigued the researcher in me and I tried a few things such as:

• Placing all 500+ requests up front while observing the 50 requests per second limit)
• Placing a rolling window of 10 to 50 requests at a time
• Placing pretty much one request at a time

No matter what I did I ended up at about one result per 2 seconds. Or 100 seconds for 50 requests and 1,000 seconds for 500 requests.

Attached a couple charts.

闯ü谤驳别苍

On Sun, Oct 24, 2021 at 06:34 PM, <danndann4488@...> wrote:

开云体育