【问题标题】:random response from interactive broker api来自交互式代理 api 的随机响应
【发布时间】:2018-06-03 14:52:55
【问题描述】:

我在他们的 API 中使用 IB 提供的示例,但我得到了绝对(至少从我所看到的)随机结果,这里有一些日志:

main (16:32:27): REQ: secDef 1
main (16:32:27): REQ: rfq 1528036347
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usfuture
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:eufarm
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usopt
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usfarm
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2106 msg=HMDS data farm connection is OK:euhmds
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2106 msg=HMDS data farm connection is OK:ushmds
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usfuture
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:eufarm
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usopt
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usfarm
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2106 msg=HMDS data farm connection is OK:euhmds
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2106 msg=HMDS data farm connection is OK:ushmds

AWT-EventQueue-0 (16:32:27): tickPrice:1 field:68 (delayedLast) value:1.55
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:66 (delayedBid) value:1.51
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:67 (delayedAsk) value:1.56
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:72 (delayedHigh) value:2.1
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:73 (delayedLow) value:1.48
AWT-EventQueue-0 (16:32:27): tickSize:1 field:74 (delayedVolume) value:161
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:75 (delayedClose) value:1.47

AWT-EventQueue-0 (16:32:27): Error id=1 code=10090 msg=Part of requested market data is not subscribed. Subscription-independent ticks are still active.Delayed market data is available.IBM NYSE/TOP/ALL

请注意,尽管Error,我仍然收到延迟的价格。 现在(28 秒后)我重新启动完全相同的样本,而没有接触任何东西:

main (16:32:55): REQ: secDef 1
main (16:32:55): REQ: rfq 1528036375
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usfuture
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:eufarm
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usopt
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usfarm
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2106 msg=HMDS data farm connection is OK:euhmds
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2106 msg=HMDS data farm connection is OK:ushmds
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usfuture
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:eufarm
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usopt
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usfarm
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2106 msg=HMDS data farm connection is OK:euhmds
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2106 msg=HMDS data farm connection is OK:ushmds
AWT-EventQueue-0 (16:32:55): Error id=1 code=10090 msg=Part of requested market data is not subscribed. Subscription-independent ticks are still active.Delayed market data is available.IBM NYSE/TOP/ALL

现在我没有收到任何价格!以下是调用本身的样子:

client().reqMarketDataType(3); //delayed prices
client().reqMktData(1,contract,"",true, null);

有什么想法吗?

【问题讨论】:

  • 这些错误只是信息性的,而不是实际的错误。

标签: java tws


【解决方案1】:

这对我使用 Ib_insync sdk 有用:

ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)

c = Contract(conId=292579214)

ib.qualifyContracts(c)
ib.reqMarketDataType(3)
ticker = ib.reqTickers(c)
print(ticker)
for obj in ticker:
    print("--->{}<------".format(obj.ask))```

也许这会帮助别人......

【讨论】:

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