TWS API reqMktData doesn't work properly

D

dakr

Used the API to request streaming last price market data as follows.

session.eClientSocket.reqMktData(200,contract,'5',false,false,[ ])

Contract is for currency pair:
conid 14433401
symbol AUD
secType CASH
strike 0.0
exchange IDEALPRO

Got the error that the last price is not a valid tick. See error message below. However I have no problem getting the ask/bid/last price using this function: https://au.mathworks.com/help/trading/ibtws.realtime.html

Can someone else give this a try? Thanks.

Error validating request:-'bW' : cause - Incorrect generic tick list of 5. Legal ones for (CASH) are: 100(Option Volume),101(Option Open Interest),105(Average Opt Volume),106(impvolat),107(climpvlt),125(Bond analytic data),165(Misc. Stats),221/220(Creditman Mark Price),225(Auction),232/221(Pl Price),233(RTVolume),236(inventory),258/47(Fundamentals),291(ivclose),292(Wide_news),293(TradeCount),294(TradeRate),295(VolumeRate),318(LastRTHTrade),370(ParticipationMonitor),370(ParticipationMonitor),375(RTTrdVolume),377(CttTickTag),377(CttTickTag),381(IB Rate),384(RfqTickRespTag),384(RfqTickRespTag),387(DMM),388(Issuer Fundamentals),391(IBWarrantImpVolCompeteTick),407(FuturesMargins),411(rthistvol),439(MonitorTickTag),439(MonitorTickTag),459(RTCLOSE),460(Bond Factor Multiplier),499(Fee and Rebate Rate),511(hvolrt10 (per-underlying)),512(hvolrt30 (per-underlying)),513(hvolrt50 (per-underlying)),514(hvolrt75 (per-underlying)),515(hvolrt100 (per-underlying)),516(hvolrt150 (per-underlying)),517(hvolrt200 (per-underlying)),521(fzmidptiv),545(vsiv),576(EtfNavBidAsk(navbidask)),577(EtfNavLast(navlast)),578(EtfNavClose(navclose)),584(Average Opening Vol.),585(Average Closing Vol.),587(Pl Price Delayed),588(Futures Open Interest),608(EMA N),614(EtfNavMisc(hight/low)),619(Creditman Slow Mark Price),623(EtfFrozenNavLast(fznavlast)),645/428(Monetary Close Price),658(avgv1min),661(ivrank),662(ivpercntl),663(ivhilo),664(hvrank),665(hvpercntl),666(hvhilo),669(historical ratios),674(mpmidptiv),680(awvnoib)
 
You seem to be asking data for tick type 5. The error messages states that this tick type is not available. What kind of streaming data are you hoping to receive?
 
dakr said:
Sorry I meant to write tick type 4, which is the last price. Anyway it came up with the same error with tick type 4.

I got the list of tick types from here:
http://interactivebrokers.github.io/tws-api/tick_types.html
More...
In that case you are doing it incorrect. You need to subscribe to the instrument by using:
Code: 
session.eClientSocket.reqMktData(200,contract,"",false,false,[ ])

and then filter the data which is being returned in method tickPrice() by overwriting this. For example in Java:
Code: 
  @Override
  public void tickPrice(int tickerID, int field, double price, int canAutoExecute){
  if (field == 4) LatestBid = price; //or whatever you want to do with the received price
  }
 
Sorry, are you able to help me do this in Python?

This is my relevant code so far:

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

def tickPrice(self, reqId, tickType, price, attrib):
if tickType == 2 and reqId == 1: # I'd like to keep this as it is used to print the price of something else
print(price)

app.reqMktData(1, spystock_contract, "", False, False, [])
 
B.T said:
Sorry, are you able to help me do this in Python?

This is my relevant code so far:

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

def tickPrice(self, reqId, tickType, price, attrib):
if tickType == 2 and reqId == 1: # I'd like to keep this as it is used to print the price of something else
print(price)

app.reqMktData(1, spystock_contract, "", False, False, [])
More...
What have you tried? What were the results? And what error messages did you receive?
Simply dumping a few lines of code here won't get your problem solved.
 
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