Mixing
Python IB API Reqhistoricaldata
0
I want the callback.historical_data to return data from 9:30 AM, but instead it starts at 4 AM.
I'm using the IB API and Python. Please see my code below.
contract_Details = create.create_contract('BA', 'STK', 'SMART', 'USD')
tickerId = 9004
tws.reqHistoricalData(tickerId,
contract_Details,
"20181231 16:00:00",
"1 D",
"30 secs",
"BID",
0,
1)
pd.set_option('display.height', 2102)
pd.set_option('display.max_rows', 2102)
data= pd.DataFrame(callback.historical_Data,
columns = ["reqId", "date", "open",
"high", "low", "close",
"volume", "count", "WAP",
"hasGaps"])
The data:
data[:2102]
reqId date open high low close volume count WAP hasGaps
0 9004 20181231 04:00:00 310.35 317.05 310.35 317.05 -1 -1 -1.0 False
1 9004 20181231 04:00:30 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
2 9004 20181231 04:01:00 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
3 9004 20181231 04:01:30 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
4 9004 20181231 04:02:00 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
5 9004 20181231 04:02:30 317.05 317.11 317.05 317.11 -1 -1 -1.0 False
6 9004 20181231 04:03:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
7 9004 20181231 04:03:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
8 9004 20181231 04:04:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
9 9004 20181231 04:04:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
10 9004 20181231 04:05:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
11 9004 20181231 04:05:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
12 9004 20181231 04:06:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
13 9004 20181231 04:06:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
14 9004 20181231 04:07:00 317.11 317.25 317.11 317.25 -1 -1 -1.0 False
15 9004 20181231 04:07:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
16 9004 20181231 04:08:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
17 9004 20181231 04:08:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
18 9004 20181231 04:09:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
19 9004 20181231 04:09:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
20 9004 20181231 04:10:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
21 9004 20181231 04:10:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
22 9004 20181231 04:11:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
23 9004 20181231 04:11:30 317.25 317.26 317.25 317.26 -1 -1 -1.0 False
24 9004 20181231 04:12:00 317.26 317.26 317.26 317.26 -1 -1 -1.0 False
25 9004 20181231 04:12:30 317.26 317.26 317.26 317.26 -1 -1 -1.0 False
26 9004 20181231 04:13:00 317.26 317.31 317.26 317.26 -1 -1 -1.0 False
27 9004 20181231 04:13:30 317.26 317.35 317.25 317.35 -1 -1 -1.0 False
28 9004 20181231 04:14:00 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
29 9004 20181231 04:14:30 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
30 9004 20181231 04:15:00 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
31 9004 20181231 04:15:30 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
I don't want it to start at 4 AM but at 9:30 AM when the market opens.
python
edited Jan 2 at 4:27
Ishaan Javali
1,3643821
asked Jan 1 at 22:36
ChandraChandra
11
add a comment |
0
I want the callback.historical_data to return data from 9:30 AM, but instead it starts at 4 AM.
I'm using the IB API and Python. Please see my code below.
contract_Details = create.create_contract('BA', 'STK', 'SMART', 'USD')
tickerId = 9004
tws.reqHistoricalData(tickerId,
contract_Details,
"20181231 16:00:00",
"1 D",
"30 secs",
"BID",
0,
1)
pd.set_option('display.height', 2102)
pd.set_option('display.max_rows', 2102)
data= pd.DataFrame(callback.historical_Data,
columns = ["reqId", "date", "open",
"high", "low", "close",
"volume", "count", "WAP",
"hasGaps"])
The data:
data[:2102]
reqId date open high low close volume count WAP hasGaps
0 9004 20181231 04:00:00 310.35 317.05 310.35 317.05 -1 -1 -1.0 False
1 9004 20181231 04:00:30 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
2 9004 20181231 04:01:00 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
3 9004 20181231 04:01:30 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
4 9004 20181231 04:02:00 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
5 9004 20181231 04:02:30 317.05 317.11 317.05 317.11 -1 -1 -1.0 False
6 9004 20181231 04:03:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
7 9004 20181231 04:03:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
8 9004 20181231 04:04:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
9 9004 20181231 04:04:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
10 9004 20181231 04:05:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
11 9004 20181231 04:05:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
12 9004 20181231 04:06:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
13 9004 20181231 04:06:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
14 9004 20181231 04:07:00 317.11 317.25 317.11 317.25 -1 -1 -1.0 False
15 9004 20181231 04:07:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
16 9004 20181231 04:08:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
17 9004 20181231 04:08:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
18 9004 20181231 04:09:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
19 9004 20181231 04:09:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
20 9004 20181231 04:10:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
21 9004 20181231 04:10:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
22 9004 20181231 04:11:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
23 9004 20181231 04:11:30 317.25 317.26 317.25 317.26 -1 -1 -1.0 False
24 9004 20181231 04:12:00 317.26 317.26 317.26 317.26 -1 -1 -1.0 False
25 9004 20181231 04:12:30 317.26 317.26 317.26 317.26 -1 -1 -1.0 False
26 9004 20181231 04:13:00 317.26 317.31 317.26 317.26 -1 -1 -1.0 False
27 9004 20181231 04:13:30 317.26 317.35 317.25 317.35 -1 -1 -1.0 False
28 9004 20181231 04:14:00 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
29 9004 20181231 04:14:30 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
30 9004 20181231 04:15:00 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
31 9004 20181231 04:15:30 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
I don't want it to start at 4 AM but at 9:30 AM when the market opens.
python
edited Jan 2 at 4:27
Ishaan Javali
1,3643821
asked Jan 1 at 22:36
ChandraChandra
11
I figured it out, this can be closed. tws.reqHistoricalData(tickerId, contract_Details, "20181231 16:00:00", "1 D", "30 secs", "BID", 1, 1). Instead of the last 2 parameters being 0,1 the API reference says if I do 1,1 it will return data from market open to market close.
– Chandra
Jan 3 at 2:26
add a comment |
0
0
0
I want the callback.historical_data to return data from 9:30 AM, but instead it starts at 4 AM.
I'm using the IB API and Python. Please see my code below.
contract_Details = create.create_contract('BA', 'STK', 'SMART', 'USD')
tickerId = 9004
tws.reqHistoricalData(tickerId,
contract_Details,
"20181231 16:00:00",
"1 D",
"30 secs",
"BID",
0,
1)
pd.set_option('display.height', 2102)
pd.set_option('display.max_rows', 2102)
data= pd.DataFrame(callback.historical_Data,
columns = ["reqId", "date", "open",
"high", "low", "close",
"volume", "count", "WAP",
"hasGaps"])
The data:
data[:2102]
reqId date open high low close volume count WAP hasGaps
0 9004 20181231 04:00:00 310.35 317.05 310.35 317.05 -1 -1 -1.0 False
1 9004 20181231 04:00:30 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
2 9004 20181231 04:01:00 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
3 9004 20181231 04:01:30 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
4 9004 20181231 04:02:00 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
5 9004 20181231 04:02:30 317.05 317.11 317.05 317.11 -1 -1 -1.0 False
6 9004 20181231 04:03:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
7 9004 20181231 04:03:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
8 9004 20181231 04:04:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
9 9004 20181231 04:04:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
10 9004 20181231 04:05:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
11 9004 20181231 04:05:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
12 9004 20181231 04:06:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
13 9004 20181231 04:06:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
14 9004 20181231 04:07:00 317.11 317.25 317.11 317.25 -1 -1 -1.0 False
15 9004 20181231 04:07:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
16 9004 20181231 04:08:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
17 9004 20181231 04:08:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
18 9004 20181231 04:09:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
19 9004 20181231 04:09:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
20 9004 20181231 04:10:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
21 9004 20181231 04:10:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
22 9004 20181231 04:11:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
23 9004 20181231 04:11:30 317.25 317.26 317.25 317.26 -1 -1 -1.0 False
24 9004 20181231 04:12:00 317.26 317.26 317.26 317.26 -1 -1 -1.0 False
25 9004 20181231 04:12:30 317.26 317.26 317.26 317.26 -1 -1 -1.0 False
26 9004 20181231 04:13:00 317.26 317.31 317.26 317.26 -1 -1 -1.0 False
27 9004 20181231 04:13:30 317.26 317.35 317.25 317.35 -1 -1 -1.0 False
28 9004 20181231 04:14:00 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
29 9004 20181231 04:14:30 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
30 9004 20181231 04:15:00 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
31 9004 20181231 04:15:30 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
I don't want it to start at 4 AM but at 9:30 AM when the market opens.
python
edited Jan 2 at 4:27
Ishaan Javali
1,3643821
asked Jan 1 at 22:36
ChandraChandra
11
I want the callback.historical_data to return data from 9:30 AM, but instead it starts at 4 AM.
I'm using the IB API and Python. Please see my code below.
contract_Details = create.create_contract('BA', 'STK', 'SMART', 'USD')
tickerId = 9004
tws.reqHistoricalData(tickerId,
contract_Details,
"20181231 16:00:00",
"1 D",
"30 secs",
"BID",
0,
1)
pd.set_option('display.height', 2102)
pd.set_option('display.max_rows', 2102)
data= pd.DataFrame(callback.historical_Data,
columns = ["reqId", "date", "open",
"high", "low", "close",
"volume", "count", "WAP",
"hasGaps"])
The data:
data[:2102]
reqId date open high low close volume count WAP hasGaps
0 9004 20181231 04:00:00 310.35 317.05 310.35 317.05 -1 -1 -1.0 False
1 9004 20181231 04:00:30 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
2 9004 20181231 04:01:00 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
3 9004 20181231 04:01:30 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
4 9004 20181231 04:02:00 317.05 317.05 317.05 317.05 -1 -1 -1.0 False
5 9004 20181231 04:02:30 317.05 317.11 317.05 317.11 -1 -1 -1.0 False
6 9004 20181231 04:03:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
7 9004 20181231 04:03:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
8 9004 20181231 04:04:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
9 9004 20181231 04:04:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
10 9004 20181231 04:05:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
11 9004 20181231 04:05:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
12 9004 20181231 04:06:00 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
13 9004 20181231 04:06:30 317.11 317.11 317.11 317.11 -1 -1 -1.0 False
14 9004 20181231 04:07:00 317.11 317.25 317.11 317.25 -1 -1 -1.0 False
15 9004 20181231 04:07:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
16 9004 20181231 04:08:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
17 9004 20181231 04:08:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
18 9004 20181231 04:09:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
19 9004 20181231 04:09:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
20 9004 20181231 04:10:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
21 9004 20181231 04:10:30 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
22 9004 20181231 04:11:00 317.25 317.25 317.25 317.25 -1 -1 -1.0 False
23 9004 20181231 04:11:30 317.25 317.26 317.25 317.26 -1 -1 -1.0 False
24 9004 20181231 04:12:00 317.26 317.26 317.26 317.26 -1 -1 -1.0 False
25 9004 20181231 04:12:30 317.26 317.26 317.26 317.26 -1 -1 -1.0 False
26 9004 20181231 04:13:00 317.26 317.31 317.26 317.26 -1 -1 -1.0 False
27 9004 20181231 04:13:30 317.26 317.35 317.25 317.35 -1 -1 -1.0 False
28 9004 20181231 04:14:00 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
29 9004 20181231 04:14:30 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
30 9004 20181231 04:15:00 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
31 9004 20181231 04:15:30 317.35 317.35 317.35 317.35 -1 -1 -1.0 False
I don't want it to start at 4 AM but at 9:30 AM when the market opens.
python
python
edited Jan 2 at 4:27
Ishaan Javali
1,3643821
asked Jan 1 at 22:36
ChandraChandra
11
edited Jan 2 at 4:27
Ishaan Javali
1,3643821
asked Jan 1 at 22:36
ChandraChandra
11
edited Jan 2 at 4:27
Ishaan Javali
1,3643821
edited Jan 2 at 4:27
Ishaan Javali
1,3643821
edited Jan 2 at 4:27
Ishaan Javali
1,3643821
1,3643821
asked Jan 1 at 22:36
ChandraChandra
11
asked Jan 1 at 22:36
ChandraChandra
11
asked Jan 1 at 22:36
ChandraChandra
11
11
I figured it out, this can be closed. tws.reqHistoricalData(tickerId, contract_Details, "20181231 16:00:00", "1 D", "30 secs", "BID", 1, 1). Instead of the last 2 parameters being 0,1 the API reference says if I do 1,1 it will return data from market open to market close.
– Chandra
Jan 3 at 2:26
add a comment |
I figured it out, this can be closed. tws.reqHistoricalData(tickerId, contract_Details, "20181231 16:00:00", "1 D", "30 secs", "BID", 1, 1). Instead of the last 2 parameters being 0,1 the API reference says if I do 1,1 it will return data from market open to market close.
– Chandra
Jan 3 at 2:26
I figured it out, this can be closed. tws.reqHistoricalData(tickerId, contract_Details, "20181231 16:00:00", "1 D", "30 secs", "BID", 1, 1). Instead of the last 2 parameters being 0,1 the API reference says if I do 1,1 it will return data from market open to market close.
– Chandra
Jan 3 at 2:26
I figured it out, this can be closed. tws.reqHistoricalData(tickerId, contract_Details, "20181231 16:00:00", "1 D", "30 secs", "BID", 1, 1). Instead of the last 2 parameters being 0,1 the API reference says if I do 1,1 it will return data from market open to market close.
– Chandra
Jan 3 at 2:26
add a comment |
0
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I figured it out, this can be closed. tws.reqHistoricalData(tickerId, contract_Details, "20181231 16:00:00", "1 D", "30 secs", "BID", 1, 1). Instead of the last 2 parameters being 0,1 the API reference says if I do 1,1 it will return data from market open to market close.
– Chandra
Jan 3 at 2:26