IB TWS API - reqHistoricalData - keepUpToDate

Question

我正在使用一个程序，它通过IB TWS API检索给定合同的历史数据。我面临的问题是，当我希望将'keepUpToDate‘从False更改为True时，程序不会运行，这样我就可以继续接收最新数据。

代码如下：

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.common import BarData
import datetime


class MyWrapper(EWrapper):

    def nextValidId(self, orderId:int):
        print("Setting nextValidOrderId: %d", orderId)
        self.nextValidOrderId = orderId
        self.start()

    def historicalData(self, reqId:int, bar: BarData):
        print("HistoricalData. ReqId:", reqId, "BarData.", bar)

    def historicalDataEnd(self, reqId: int, start: str, end: str):
        print("HistoricalDataEnd. ReqId:", reqId, "from", start, "to", end)
        app.disconnect()
        print("Finished")

    def historicalDataUpdate(self, reqId: int, bar: BarData):
        print("HistoricalDataUpdate. ReqId:", reqId, "BarData.", bar)

    def error(self, reqId, errorCode, errorString):
        print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)

    def start(self):
        queryTime = (datetime.datetime.today() - datetime.timedelta(days=0)).strftime("%Y%m%d %H:%M:%S")

        contract = Contract()
        contract.secType = "STK"
        contract.symbol = "CBLI"
        contract.currency = "USD"
        contract.exchange = "SMART"

        app.reqHistoricalData(1, contract, queryTime, "2 D", "15 mins", "TRADES", 0, 1, False, [])

app = EClient(MyWrapper())
app.connect("127.0.0.1", 7496, clientId=123)
app.run()

我正在尝试将第38行的值从False更改为True。我还认为问题可能出在第30行，因为文档中指出"If True，and endDateTime and be specified“。

https://interactivebrokers.github.io/tws-api/historical_bars.html

任何意见都将不胜感激。

Answer 1

当您请求数据时，初始2 D是有结尾的。在historicalDataEnd中执行app.disconnect()

在这里检查您的其他问题以获取代码https://stackoverflow.com/a/62800202/2855515

Answer 2

如果您想使用keepUpToDate，则不能声明结束时间。我不使用Python，所以null可能是None或"“之类的东西，我不确定语法是什么。

更改：

app.reqHistoricalData(1, contract, queryTime, "2 D", "15 mins", "TRADES", 0, 1, False, [])

至：

app.reqHistoricalData(1, contract, null, "2 D", "15 mins", "TRADES", 0, 1, True, [])