尝试从TWS API请求基础数据

Question

一般来说，我对这个api和python非常陌生，我正在尝试通过交互式代理从TWS api导入基础数据。

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract

wrapper = EWrapper()
app = EClient(wrapper)
app.connect('127.0.0.1', 7497, clientId=123)

print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime()))

contract = Contract()
contract.symbol = 'SQ'
contract.secType = 'STK'
contract.currency = 'USD'

app.reqFundamentalData(8001, contract, 'RESC', [])

这是文档：https://interactivebrokers.github.io/tws-api/fundamentals.html

我无法找到此请求的数据是否已导入以及导入位置。

会非常感谢任何能帮上忙的人。

Answer 1

在Interactive Brokers API中有两个主要的类，它们处理客户端和服务器之间的消息，它们是：

1. EClient:负责向IB的服务器发送请求；

2. EWrapper:负责接收IB服务器发回的消息。

reqFundamentalData()函数位于EClient类中，负责向IB的服务器发送基础数据请求。

IB服务器收到请求后，会将文本数据发回EWrapper类进行处理。调用EWrapper类中的另一个函数fundamentalData()来处理返回的数据。

在向IB的服务器发送任何请求之前，必须初始化EWrapper和EClient类，并且必须覆盖相关的接收函数以实现其他个性化功能。如打印接收到的数据，或将返回的数据保存到任意数据库等。

# Import EWrapper and EClient   
from ibapi.Contract import Contract    
from ibapi.wrapper import EWrapper    
from ibapi.client import EClient    
    
    # Initilizing
    class IBapi(EWrapper, EClient):
        def __init__(self):
            EClient.__init__(self, self)
        
        # Error handling function
        def error(self, reqId, errorCode, errorString):
            print("error: ", reqId, " ", errorCode, " ", errorString)
    
        # Inherite and overwrite fundamentalData() function in EWrapper
        def fundamentalData(self, reqId: int, data: str):
            super().fundamentalData(reqId, data)
            print("FundamentalData Returned. ReqId: {}, Symbol: {},  XML Data: {}".format(
                reqId, contr.symbol, data))
            # Implement other personalized functions here
    
    tws = IBapi()                       
    tws.connect("127.0.0.1",port=7496, clientId=997)
    time.sleep(2)
    
    c = Contract()
    c.m_symbol = 'MMM'
    c.m_secType = 'STK'
    c.m_exchange = "SMART"
    c.m_currency = "USD"
    
    tws.reqFundamentalData(1, c, 'RESC', [])
    time.sleep(4)
    # Implement other requests
    
    tws.disconnect()

希望能有所帮助。

Answer 2

对“ReportsFinStatements”试试这段代码：

from ib.opt import ibConnection, message
from ib.ext.Contract import Contract
from time import sleep

def fundamentalData_handler(msg):
    print(msg)

def error_handler(msg):
    print(msg)

tws = ibConnection("127.0.0.1",port=7496, clientId=997)
tws.register(error_handler, message.Error)
tws.register(fundamentalData_handler, message.fundamentalData)
tws.connect()

c = Contract()
c.m_symbol = 'MMM'
c.m_secType = 'STK'
c.m_exchange = "SMART"
c.m_currency = "USD"

tws.reqFundamentalData(1,c,'ReportsFinStatements')

sleep(2)

tws.disconnect()