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Using Wall Street Horizon API w/ TWS-API

 

All,
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I am trying to get some basic functionality working with the Wall Street Horizon API (using the TWS API) but there seems to be some fundamental items that I am missing.
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I am referencing the documentation here:
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I feel I need more information than what is provided here.? I was hoping to find a more detailed tutorial.
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1.) It looks like the first step is to call reqWshMetaData
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The example shown in the documentation shows:
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self.reqWshMetaData(1100)
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What exactly happening here? It is dumping the entire calendar of data? Any further explanation on this I would appreciate.
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2.) In the Ewrapper there is the function wshMetaData()
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def wshMetaData(self, reqId: int, dataJson: str):
? print("WshMetaData.", "ReqId:", reqId, "Data JSON:", dataJson)
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What should I be doing at this point? From the documentation this looks to return specific event types.? the print() returns a lot of data that looks unfiltered and not focused on what I am looking for.?
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3.) Request Event Data
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The example in the documentation shows the call as the following.
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self.reqWshEventData(1101, eventDataObj)
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I am not sure here about the eventDataObj. The documentation states that "When making a request to the Wall Street Horizons Event Calendar with the API, users must create a wshEventData Object."? In the API documentation I don't see any an example of how to create this eventDataObj.
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4.) Receive Event Data
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In the Ewrapper I then see the function:
?
def wshEventData(self, reqId: int, dataJson: str):
? print("WshEventData.", "ReqId:", reqId, "Data JSON:", dataJson)
?
How do I filter this to only show data for a specific stock?? Is this related to the conID that would be part of the wshEventData?
?
Thanks for any information on this.
?
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def wshMetaData(self, reqId: int, dataJson: str):
  print("WshMetaData.", "ReqId:", reqId, "Data JSON:", dataJson)
def wshMetaData(self, reqId: int, dataJson: str):
  print("WshMetaData.", "ReqId:", reqId, "Data JSON:", dataJson)
?
?
 

Take a look at the WSH section in the deprecated (but generally much superior) TWSAPI documentation at . It is not a full tutorial either, but it describes the process for requesting WSH meta data, making filters, and requesting event data. It should have the info you need to make this work for you.

TWSAPI is an asynchronous, event driven, request/response API. Your client code calls request methods of the EClient class and handles (overrides) the corresponding callback method defined in the EWrapper class.

闯ü谤驳别苍

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On Thu, Mar 6, 2025 at 08:57 PM, Henk Visser wrote:

All,
?
I am trying to get some basic functionality working with the Wall Street Horizon API (using the TWS API) but there seems to be some fundamental items that I am missing.
?
I am referencing the documentation here:
?
?
I feel I need more information than what is provided here.? I was hoping to find a more detailed tutorial.
?
1.) It looks like the first step is to call reqWshMetaData
?
The example shown in the documentation shows:
?
self.reqWshMetaData(1100)
?
What exactly happening here? It is dumping the entire calendar of data? Any further explanation on this I would appreciate.
?
2.) In the Ewrapper there is the function wshMetaData()
?
def wshMetaData(self, reqId: int, dataJson: str):
? print("WshMetaData.", "ReqId:", reqId, "Data JSON:", dataJson)
?
What should I be doing at this point? From the documentation this looks to return specific event types.? the print() returns a lot of data that looks unfiltered and not focused on what I am looking for.?
?
3.) Request Event Data
?
The example in the documentation shows the call as the following.
?
self.reqWshEventData(1101, eventDataObj)
?
I am not sure here about the eventDataObj. The documentation states that "When making a request to the Wall Street Horizons Event Calendar with the API, users must create a wshEventData Object."? In the API documentation I don't see any an example of how to create this eventDataObj.
?
4.) Receive Event Data
?
In the Ewrapper I then see the function:
?
def wshEventData(self, reqId: int, dataJson: str):
? print("WshEventData.", "ReqId:", reqId, "Data JSON:", dataJson)
?
How do I filter this to only show data for a specific stock?? Is this related to the conID that would be part of the wshEventData?
?
Thanks for any information on this.
?
?
?
?
?
?
def wshMetaData(self, reqId: int, dataJson: str):
  print("WshMetaData.", "ReqId:", reqId, "Data JSON:", dataJson)
def wshMetaData(self, reqId: int, dataJson: str):
  print("WshMetaData.", "ReqId:", reqId, "Data JSON:", dataJson)
?
?
 

All,
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I am continuing to work with the Wall Street Horizon API but receiving the following error message.? ?
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Error. Id: 1101 1742678739416 Code: 10283 Msg: Failed to request WSH event data.Could not verify account AdvancedOrderRejectJson:

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--
? ? data = app.reqWshMetaData(1100)
? ? time.sleep(5)
? ? wsh_object = WshEventData()
? ? wsh_object.fillWatchlist = True
? ? wsh_object.fillPortfolio = True
? ? wsh_object.fillCompetitors = True
? ? wsh_object.filter = '{"country": "All","watchlist": ["8314"],"limit_region": 10,"limit": 10,"wshe_ed": "true"}'? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??
? ? app.reqWshEventData(1101, wsh_object, app.serverVersion())
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?# Full output of error:
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Calling reqWshEventData....

2025-03-22 14:25:43,123 - INFO - REQUEST reqWshEventData {'reqId': 1101, 'wshEventData': 1696605632032: WshEventData. ConId: , Filter: {"country": "All","watchlist": ["8314"],"limit_region": 10,"limit": 10,"wshe_ed": "true"}, Fill Watchlist: 1, Fill Portfolio: 1, Fill Competitors: 1, 'MIN_SERVER_VER_WSH_EVENT_DATA_FILTERS_DATE': 199}

2025-03-22 14:25:43,124 - INFO - SENDING reqWshEventData b'\x00\x00\x00\x81102\x001101\x002147483647\x00{"country": "All","watchlist": ["8314"],"limit_region": 10,"limit": 10,"wshe_ed": "true"}\x001\x001\x001\x00\x00\x002147483647\x00'

Error. Id: 1101 1742678739416 Code: 10283 Msg: Failed to request WSH event data.Could not verify account AdvancedOrderRejectJson:

2025-03-22 14:25:48,126 - INFO - disconnecting

2025-03-22 14:25:48,127 - INFO - ANSWER connectionClosed {}

2025-03-22 14:25:48,129 - INFO - Disconnected from IB API.

2025-03-22 14:25:48,133 - INFO - Disconnected from IB API.

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Thank you for any info.
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