Basic API Example Not Working

[burgermeister]

I'm trying to just start working with the TWS API with Python. I've copied the instructional video exactly, but it doesn't seem to be working. The code below should just get market data.

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

class TestApp(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)

    def error(self, reqId, errorCode, errorString):
        print("Error: ", reqId, " ", errorCode, " ", errorString)

    def tickPrice(self, reqId, tickType, price, attrib):
        print("Tick Price. Ticker Id ", reqId, " tickType: ", TickTypeEnum.to_str(tickType), end=' ')

    def tickSize(self, reqId, tickType, size):
        print("test")
        print("Tick Size. Ticker Id ", reqId, " tickType: ", TickTypeEnum.to_str(tickType), "Size: ", size)


def main():
    app = TestApp()

    app.connect("127.0.0.1", 7496, 0)

    contract = Contract()
    contract.symbol = "AAPL"
    contract.secType = "STK"
    contract.exchange = "SMART"
    contract.currency = "USD"
    contract.primaryExchange = "NASDAQ"

    app.reqMarketDataType(4)
    app.reqMktData(1, contract, "", False, False, [])
    app.run()


if __name__ == "__main__":
    main()

When I run that, nothing prints. I've also added a print statement to the tickPrice and tickSize function in the wrapper.py file, so it seems the tickPrice and tickSize functions are never called, what are reasons this might be?

 

[DaveV]

After the connect() call, the next step is to tell the API to start processing messages, such as StartAPI, or for C# StartReaderThread.

See https://interactivebrokers.github.io/tws-api/connection.html

 

[HobbyTrading]

You don't mention it, but you must have the appropriate market data subscription.

 

[DaveV]

You don't mention it, but you must have the appropriate market data subscription.

The OP had set reqMarketDataType( 4) which will get you delayed quotes even if you don't have a subscription.

 

[BAT31]

I am not sure how the API works. However, as I look at the Python code, I don't see an explicit function call to tickPrice and tickSize. I see that an object is created from the class (i.e. app = TestApp()) that holds the functions. But I don't see you accessing the methods of app (i.e. app.tickSize() and app.tickPrice).

Again, I don't know the API, so my reasoning might be incorrect.

 

[HobbyTrading]

The OP had set reqMarketDataType( 4) which will get you delayed quotes even if you don't have a subscription.

Are you sure about this? My experience has been that without a data subscription I couldn't even get historical data (historical bars). Anyway, that may have changed meanwhile.

Edit: there are 3 requirements for getting data through the API for both live and historical data:
http://interactivebrokers.github.io/tws-api/market_data.html
(1) have trading permission for the instrument, (2) have a funded account, (3) have market data subscription for the instrument

 

[DaveV]

Are you sure about this? My experience has been that without a data subscription I couldn't even get historical data (historical bars). Anyway, that may have changed meanwhile.

Edit: there are 3 requirements for getting data through the API for both live and historical data:
http://interactivebrokers.github.io/tws-api/market_data.html
(1) have trading permission for the instrument, (2) have a funded account, (3) have market data subscription

Hmmm. It works for me to get delayed quotes for foreign stocks where I have no subscriptions. However, I am not sure about US stocks since I have subscripton for all US exchanges.

 

[HobbyTrading]

I am not sure how the API works. However, as I look at the Python code, I don't see an explicit function call to tickPrice and tickSize. I see that an object is created from the class (i.e. app = TestApp()) that holds the functions. But I don't see you accessing the methods of app (i.e. app.tickSize() and app.tickPrice).

Again, I don't know the API, so my reasoning might be incorrect.

The API communicates with TWS (or Gateway) on your computer. TWS then communicates with IB's servers. The API sends a request to TWS, in this case about price data. Once TWS receives data from the servers it calls the API through tickPrice() and tickSize(). That is why the API does not call these methods, but you do need to code what these methods should do when they are being called by TWS. In the given example is the received value printed to screen.

 

[BAT31]

The API communicates with TWS (or Gateway) on your computer. TWS then communicates with IB's servers. The API sends a request to TWS, in this case about price data. Once TWS receives data from the servers it calls the API through tickPrice() and tickSize(). That is why the API does not call these methods, but you do need to code what these methods should do when they are being called by TWS. In the given example is the received value printed to screen.

Understood...