如何启用TWS延迟行情数据？

Question

这是我用来请求市场数据的脚本。

我还没有订阅数据源，所以我虽然它会自动 return 延迟市场数据，但显然我必须启用它，但找不到在哪里做。
这是脚本和我得到的错误，我只需要接收延迟数据，所以我可以测试我的算法。

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()

错误：

<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>

Answer 1

文档建议_{（添加了重点和格式）}:

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)

或

.reqMarketDataType(3)

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

使用reqMktData功能时，有四种“市场数据模式”（Market Data Type）可用：

直播（默认）
冻结（通常用于 bid/ask 收市后的价格）
延迟（如果用户名没有实时市场数据订阅）
延迟冷冻（类型 2 和 3 的组合）

如何启用TWS延迟行情数据？

How to enable TWS delayed market data?

python

algorithmic-trading

interactive-brokers

ibpy

文档建议_{（添加了重点和格式）}:

如何启用TWS延迟行情数据？

How to enable TWS delayed market data?

python

algorithmic-trading

interactive-brokers

ibpy

文档建议（添加了重点和格式）:

文档建议_{（添加了重点和格式）}: