Python Spyder and IB api

[Kernel007]

Just figured how to use IB API from spyder. With threads and queues.
Let me know if anyone interested to know.

 

[traider]

interested, please post some sample LEET code

 

[Kernel007]

#%%
from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from threading import Thread
from ibapi.common import BarData
from queue import Queue
import pandas as pd
import matplotlib.pyplot as plt

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



def error(self, reqId, errorCode: int, errorString: str):
global myErrorQ
myErrorQ.put(errorString)

def contractDetails(self, reqId: int, contractDetails):
print(contractDetails)



def nextValidId(self, orderId: int):
print(f'next valid order id {orderId}')


def historicalData(self, reqId: int, bar: BarData):
global myHistDataQ
myHistDataQ.put(bar)

def historicalDataEnd(self, reqId: int, start: str, end: str):
print('data end')


myErrorQ = Queue(maxsize = 0)
myHistDataQ = Queue(maxsize = 0)
my_ib_app = MyIB()
my_ib_app.connect('127.0.0.1', 7497, 0)
thread = Thread(target=my_ib_app.run, daemon=True)
thread.start()

#%%
my_ib_app.done = True
my_ib_app.disconnect()

#%%
thread.isAlive()

#%%

contract = Contract()
contract.symbol = 'AAPL'
contract.secType = 'STK'
contract.exchange = 'SMART'
contract.currency = 'USD'

#%%
my_ib_app.reqContractDetails(1, contract)

#%%

my_ib_app.reqHistoricalData(411, contract, '20200801 00:00:00', '180 D', '1 day',
'TRADES', 1, 1, False, [])
#%%
while not myErrorQ.empty():
print(myErrorQ.get())

#%%
hData = pd.DataFrame(columns=('Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Average', 'BarCount'))
hData = hData.reindex(columns=['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Average', 'BarCount'])

#%%
while not myHistDataQ.empty():
bar = myHistDataQ.get()
hData = hData.append({'Date': bar.date, 'Open': bar.open, 'High': bar.high, 'Low': bar.low, 'Close': bar.close,'Volume': bar.volume, 'Average': bar.average, 'BarCount': bar.barCount}, ignore_index=True)

#%%
bar = myHistDataQ.get()
hData = hData.append({'Date': bar.date, 'Open': bar.open, 'High': bar.high, 'Low': bar.low, 'Close': bar.close,'Volume': bar.volume, 'Average': bar.average, 'BarCount': bar.barCount}, ignore_index=True)

 

[Kernel007]

Queue gets filled by the listener thread and the data can be pulled in the while loop.
Let me know if any confusion.
Be sure to disconnect before clearing the variables, as the listener thread will still be running.