How to enable TWS delayed market data?
Asked Answered
P

1

16

Here is a script I am using to request market data.

I am not subscribed to the data-feed yet, so I though it would automatically return delayed market data, but apparently I have to enable it, but cannot find where to do that.
Here is the script and the errors I get, all I need is to receive delayed data, so I can test my algorithm.

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(port=7496, clientId=100)
tws.register(error_handler, message.Error)
tws.register(fundamentalData_handler, message.fundamentalData)
tws.connect()

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

print "on it"

tws.reqMktData(897,c,"",False)
sleep(50)

tws.disconnect()

The error:

<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:hfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:eufarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:jfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm.us>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ilhmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:euhmds>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:fundfarm>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds>
<error id=897, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled>
Pantelegraph answered 3/8, 2017 at 17:46 Comment(0)
W
22

Documentation suggests ( emphasis and formats added ) :

The API can request Live, Frozen, Delayed and Delayed Frozen market data from Trader Workstation by switching market data type via the IBApi.EClient.reqMarketDataType

# Switch to live (1) frozen (2) delayed (3) delayed frozen (4).

from ibapi.client import MarketDataTypeEnum .reqMarketDataType(MarketDataTypeEnum.DELAYED)

OR

.reqMarketDataType(3)

that has to be called before making a market data request with .reqMktData().

When using the reqMktData function, there are four ‘market data modes’ (Market Data Type) available:

  1. Live streaming (the default)
  2. Frozen (typically used for bid/ask prices after market close)
  3. Delayed (if the username does not have live market data subscriptions)
  4. Delayed-Frozen (combination of types 2 & 3)
Wendt answered 3/8, 2017 at 19:30 Comment(4)
How do i implement it in my code above? MarketDataTypeEnum = Enum("N/A", "REALTIME", "FROZEN", "DELAYED", "DELAYED_FROZEN") I tryed this but cant import enum how would you do it?Pantelegraph
Did you try .reqMarketDataType( 3 )?Wendt
Oh thats perfect, actually i had tried it with a different script, but since i had only set the msg.field to either 1 or 2 it wasn't printing the price. This one simple dumb mistake took me almost an hour to figure out. But your answer is good.Pantelegraph
Is that also applicable to historical market data?Samul

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