TWS 交互式经纪商 API 和 Python。当通过多种方法方法接收时，无法将实时数据放在一起
TWS interactive brokers API with Python. Trouble putting live data together when received by several methods methods
提供有关我的问题的更多背景信息：
我正在使用 python 构建一个 API 连接到交互式经纪商的交易平台。
我设法构建了一些功能性的东西，并且能够使用 IB 文档中给出的方法从合约中获取实时数据。
现在我想使用所有数据来构建其他并行系统，但我在组织来自 IB 服务器的数据时遇到了问题。
我的程序循环了一个包含 30 个交易品种的列表以从中获取实时数据，然后我想放入数据（例如 'HIGH'、'LOW'、'CLOSE'、'VWAP' 等）从一个数据框中的每个符号一起计算指标，并从那里提出一个基于它们指标的警报系统。
这个objective我已经把整个程序只用一个符号搞定了。很容易将数据存储在实例或变量中，将其传递给 DataFrame，然后计算以设置警报。
现在，当循环包含 30 个值的列表并接收所有这些值的数据时，我一直在努力尝试将每个交易品种的数据存储在一起，然后计算并设置警报。特别是当我必须使用多种方法来接收数据时（例如，我对某些数据使用 tickPrice，对其他一些数据使用 tickString），这几种方法一个接一个地执行，但它们不一定同时拥有所有数据，有些值比其他值需要更多时间才能显示。
我将展示我的代码示例，以提供更多关于我的 objective:
的上下文
这是我的 EWrapper class:
class IBApi(EWrapper, EClient):
def __init__(self):
self.syms = ['EN', 'DG', 'AI', 'ORA', 'RI', 'ENGI', 'AC', 'VIV', 'KER', 'CA', 'BN', 'WLN', 'OR', 'VIE',
'LR', 'ML', 'SGO', 'CAP', 'MC', 'ACA', 'ATO', 'UG', 'SU', 'HO', 'BNP', 'GLE', 'SAN', 'SW', 'AIR', 'TTE']
EClient.__init__(self, self)
# Reciving Real Time Data
def tickString(self, reqId, tickType, value):
super().tickString(reqId, tickType, value)
try:
if reqId == 0:
reqId = self.syms[0]
if reqId == 1:
reqId = self.syms[1]
if reqId == 2:
reqId = self.syms[2]
if reqId == 3:
reqId = self.syms[3]
if reqId == 4:
reqId = self.syms[4]
if reqId == 5:
reqId = self.syms[5]
if reqId == 6:
reqId = self.syms[6]
if reqId == 7:
reqId = self.syms[7]
if reqId == 8:
reqId = self.syms[8]
if reqId == 9:
reqId = self.syms[9]
if reqId == 10:
reqId = self.syms[10]
if reqId == 11:
reqId = self.syms[11]
if reqId == 12:
reqId = self.syms[12]
if reqId == 13:
reqId = self.syms[13]
if reqId == 14:
reqId = self.syms[14]
if reqId == 15:
reqId = self.syms[15]
if reqId == 16:
reqId = self.syms[16]
if reqId == 17:
reqId = self.syms[17]
if reqId == 18:
reqId = self.syms[18]
if reqId == 19:
reqId = self.syms[19]
if reqId == 20:
reqId = self.syms[20]
if reqId == 21:
reqId = self.syms[21]
if reqId == 22:
reqId = self.syms[22]
if reqId == 23:
reqId = self.syms[23]
if reqId == 24:
reqId = self.syms[24]
if reqId == 25:
reqId = self.syms[25]
if reqId == 26:
reqId = self.syms[26]
if reqId == 27:
reqId = self.syms[27]
if reqId == 28:
reqId = self.syms[28]
if reqId == 29:
reqId = self.syms[29]
if reqId == 30:
reqId = self.syms[30]
if tickType == 48 != 0.0:
rtVolume = value.split(";")
vwap = float(rtVolume[4])
self.myData(reqId, TickTypeEnum.to_str(tickType), vwap)
except Exception as e:
print(e)
def tickPrice(self, reqId, tickType, price, attrib):
super().tickPrice(reqId, tickType, price, attrib)
try:
if reqId == 0:
reqId = self.syms[0]
if reqId == 1:
reqId = self.syms[1]
if reqId == 2:
reqId = self.syms[2]
if reqId == 3:
reqId = self.syms[3]
if reqId == 4:
reqId = self.syms[4]
if reqId == 5:
reqId = self.syms[5]
if reqId == 6:
reqId = self.syms[6]
if reqId == 7:
reqId = self.syms[7]
if reqId == 8:
reqId = self.syms[8]
if reqId == 9:
reqId = self.syms[9]
if reqId == 10:
reqId = self.syms[10]
if reqId == 11:
reqId = self.syms[11]
if reqId == 12:
reqId = self.syms[12]
if reqId == 13:
reqId = self.syms[13]
if reqId == 14:
reqId = self.syms[14]
if reqId == 15:
reqId = self.syms[15]
if reqId == 16:
reqId = self.syms[16]
if reqId == 17:
reqId = self.syms[17]
if reqId == 18:
reqId = self.syms[18]
if reqId == 19:
reqId = self.syms[19]
if reqId == 20:
reqId = self.syms[20]
if reqId == 21:
reqId = self.syms[21]
if reqId == 22:
reqId = self.syms[22]
if reqId == 23:
reqId = self.syms[23]
if reqId == 24:
reqId = self.syms[24]
if reqId == 25:
reqId = self.syms[25]
if reqId == 26:
reqId = self.syms[26]
if reqId == 27:
reqId = self.syms[27]
if reqId == 28:
reqId = self.syms[28]
if reqId == 29:
reqId = self.syms[29]
if reqId == 30:
reqId = self.syms[30]
self.myData(reqId, TickTypeEnum.to_str(tickType), price)
time.sleep(0.5)
except Exception as e:
print(e)
@staticmethod
def myData(reqId, type, price):
if type == 'RT_VOLUME':
values = {
'SYMBOL': [reqId],
'TYPE': [type],
'VWAP': [price]
}
print(values)
else:
values = {
'SYMBOL': [reqId],
'TYPE': [type],
'PRICE': [price]
}
print(values)
def error(self, id, errorCode, errorMsg):
print(errorCode)
print(errorMsg)
然后我有我的应用程序 class:
class App:
ib = None
def __init__(self):
self.ib = IBApi()
self.ib.connect("127.0.0.1", 7496, 88)
ib_thread = threading.Thread(target=self.run_loop, daemon=True)
ib_thread.start()
time.sleep(0.5)
for sym in self.ib.syms:
self.marketData(self.ib.syms.index(sym), self.symbolsForData(sym))
def symbolsForData(self, mySymbol, sec_type='STK', currency='EUR', exchange='SBF'):
contract1 = Contract()
contract1.symbol = mySymbol.upper()
contract1.secType = sec_type
contract1.currency = currency
contract1.exchange = exchange
return contract1
def marketData(self, req_num, contract1):
self.ib.reqMktData(reqId=req_num,
contract=contract1,
genericTickList='233',
snapshot=False,
regulatorySnapshot=False,
mktDataOptions=[])
def run_loop(self):
self.ib.run()
# Start App
App()
正如您在 EWrapper 中看到的那样 class 我有两种方法来接收数据并为每个 reqId 分配符号，然后我传递一个静态方法将接收到的数据放在一起，还有要循环的值列表。
然后在我的应用程序 class 中有连接、构建合同的方法、从 IB 保存 reqMktData 的方法以及获取我需要的参数的方法，以及使用来自的列表执行 reqMktData 的循环EWrapper class.
这样一切都很好，我有这样正确输入的数据：
问题
因此，我的数据到达方式对我建立警报系统并不是很有用，因为我没有每个合同的所有数据，并且我不能只使用不同的值来设定条件并提出警报。我立刻要么只有 'HIGH' 要么只有 'LOW' 要么只有 'VWAP' 但是我很难弄清楚如何为每个符号将它们放在一起，因为我没有同时拥有所有东西并且每当我找不到路时，数据就会不断涌现。
我想澄清一下，我是编程新手，也是使用 python 的新手。对不起，我的菜鸟代码和可能是“显而易见”的问题。
但是，如果有人可以帮助我解决这个问题，我将不胜感激。如有任何其他评论，我们将不胜感激。
亲切的问候
马里奥
从包含列表的 Python 字典创建 Pandas 数据框很容易。例如，以下代码创建一个包含股票代码、买入价和卖出价的字典：
ticker_dict = {}
ticker_dict['SYMBOL'] = []
for sym in self.ib.syms:
ticker_dict['SYMBOL'].append(sym)
ticker_dict['BID'] = [0.0] * len(self.ib.syms)
ticker_dict['ASK'] = [0.0] * len(self.ib.syms)
...
现在假设 tickPrice 被调用时 reqId 为 5。您可以使用以下代码设置第五个出价：
ticker_dict['BID'][5] = price
收集完所有数据后，您可以通过调用 from_dict.
将字典转换为数据框
您可能想要使用空 NumPy 数组而不是零列表。然后当收集到数据时，您可以将数组转换为列表。
这是我前一段时间写的东西，看看 tkinter 处理数据网格的能力如何。我刚刚添加了一个带有示例警报功能的数据框。
import tkinter as tk
from tkinter import ttk
import threading
from io import StringIO
import pandas as pd
from ibapi import wrapper
from ibapi.client import EClient
from ibapi.common import *
from ibapi.ticktype import *
from ibapi.contract import Contract
specs: StringIO = StringIO("""
Sym,Mo,Yr,Exch,Type,Curr,BID,LAST,ASK,OPEN,HIGH,LOW,CLOSE,VWAP
ES,12,2021,GLOBEX,FUT,USD,
EUR,12,2021,GLOBEX,FUT,USD
JPY,12,2021,GLOBEX,FUT,USD
cl,12,2021,nymex,FUT,USD
USD,,,IDEALPRO,CASH,CAD
""")
class Window(tk.Tk):
def __init__(self):
super().__init__()
self.protocol("WM_DELETE_WINDOW", self.close)
self.df = pd.read_csv(specs, index_col=0, dtype=str, na_filter= False)
self.df.columns = self.df.columns.str.strip()
self.title('Quotes')
self.geometry(f'{75*self.df.shape[1]+100}x{25*self.df.shape[0]+100}')
self.tree = ttk.Treeview(self)
cols = list(self.df.columns)
self.tree["columns"] = cols
self.tree.column('#0', width=75)
self.tree.heading('#0', text='Sym', anchor='w')
self.tree.tag_configure('alert', background='#773333')
for col in cols:
self.tree.column(col, anchor="w", width=75)
self.tree.heading(col, text=col, anchor='w')
for index, row in self.df.iterrows():
self.tree.insert("",tk.END , text=index, values=list(row))
self.tree.pack()
self.client = Client(self)
self.client.connect("127.0.0.1", 7497, clientId=123)
thread = threading.Thread(daemon=True, target = self.client.run)
thread.start()
def start(self):
self.client.reqData(self.df)
def update(self, reqId, col, val):
try:
item = self.tree.get_children()[reqId]
self.tree.set(item, column=col, value=val)
row = self.df.iloc[reqId] # the row is the reqId
row.at[col]=val
if self.alert(row):
self.tree.selection_set(item)
except:
pass
def alert(self,row):
if row.at['LAST'] > row.at['VWAP']:
return True
return False
def close(self):
print(self.df)
try:
self.client.quit()
except:
pass
finally:
self.destroy()
class Client(wrapper.EWrapper, EClient):
def __init__(self, wdow):
self.wdow = wdow
self.nextValidOrderId = 0
wrapper.EWrapper.__init__(self)
EClient.__init__(self, wrapper=self)
def quit(self):
self.disconnect()
def reqData(self, df):
reqId = 0
for idx, row in df.iterrows():
cont = Contract()
cont.symbol = idx
cont.secType = row['Type']
cont.currency = row['Curr']
cont.exchange = row['Exch']
cont.lastTradeDateOrContractMonth = row['Yr']+row['Mo']
self.reqMktData(reqId, cont, "233", False, False, None)
reqId += 1 # the row is the reqId
def cancelMktData(self, reqId:TickerId):
self.cancelMktData(reqId)
def nextValidId(self, orderId:int):
self.nextValidOrderId = orderId
self.wdow.start()
def error(self, reqId:TickerId, errorCode:int, errorString:str):
print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)
def tickString(self, reqId:TickerId, tickType:TickType, value:str):
if tickType == TickTypeEnum.RT_VOLUME:
rtVolume = value.split(";")
vwap = float(rtVolume[4])
self.wdow.update(reqId, 'VWAP', vwap)
def tickPrice(self, reqId: TickerId, tickType: TickType, price: float, attrib: TickAttrib):
self.wdow.update(reqId, TickTypeEnum.to_str(tickType), price)#price,size,time
if __name__ == '__main__':
wdow = Window()
wdow.mainloop()
提供有关我的问题的更多背景信息：
我正在使用 python 构建一个 API 连接到交互式经纪商的交易平台。 我设法构建了一些功能性的东西，并且能够使用 IB 文档中给出的方法从合约中获取实时数据。 现在我想使用所有数据来构建其他并行系统，但我在组织来自 IB 服务器的数据时遇到了问题。
我的程序循环了一个包含 30 个交易品种的列表以从中获取实时数据，然后我想放入数据（例如 'HIGH'、'LOW'、'CLOSE'、'VWAP' 等）从一个数据框中的每个符号一起计算指标，并从那里提出一个基于它们指标的警报系统。
这个objective我已经把整个程序只用一个符号搞定了。很容易将数据存储在实例或变量中，将其传递给 DataFrame，然后计算以设置警报。
现在，当循环包含 30 个值的列表并接收所有这些值的数据时，我一直在努力尝试将每个交易品种的数据存储在一起，然后计算并设置警报。特别是当我必须使用多种方法来接收数据时（例如，我对某些数据使用 tickPrice，对其他一些数据使用 tickString），这几种方法一个接一个地执行，但它们不一定同时拥有所有数据，有些值比其他值需要更多时间才能显示。
我将展示我的代码示例，以提供更多关于我的 objective:
的上下文这是我的 EWrapper class:
class IBApi(EWrapper, EClient):
def __init__(self):
self.syms = ['EN', 'DG', 'AI', 'ORA', 'RI', 'ENGI', 'AC', 'VIV', 'KER', 'CA', 'BN', 'WLN', 'OR', 'VIE',
'LR', 'ML', 'SGO', 'CAP', 'MC', 'ACA', 'ATO', 'UG', 'SU', 'HO', 'BNP', 'GLE', 'SAN', 'SW', 'AIR', 'TTE']
EClient.__init__(self, self)
# Reciving Real Time Data
def tickString(self, reqId, tickType, value):
super().tickString(reqId, tickType, value)
try:
if reqId == 0:
reqId = self.syms[0]
if reqId == 1:
reqId = self.syms[1]
if reqId == 2:
reqId = self.syms[2]
if reqId == 3:
reqId = self.syms[3]
if reqId == 4:
reqId = self.syms[4]
if reqId == 5:
reqId = self.syms[5]
if reqId == 6:
reqId = self.syms[6]
if reqId == 7:
reqId = self.syms[7]
if reqId == 8:
reqId = self.syms[8]
if reqId == 9:
reqId = self.syms[9]
if reqId == 10:
reqId = self.syms[10]
if reqId == 11:
reqId = self.syms[11]
if reqId == 12:
reqId = self.syms[12]
if reqId == 13:
reqId = self.syms[13]
if reqId == 14:
reqId = self.syms[14]
if reqId == 15:
reqId = self.syms[15]
if reqId == 16:
reqId = self.syms[16]
if reqId == 17:
reqId = self.syms[17]
if reqId == 18:
reqId = self.syms[18]
if reqId == 19:
reqId = self.syms[19]
if reqId == 20:
reqId = self.syms[20]
if reqId == 21:
reqId = self.syms[21]
if reqId == 22:
reqId = self.syms[22]
if reqId == 23:
reqId = self.syms[23]
if reqId == 24:
reqId = self.syms[24]
if reqId == 25:
reqId = self.syms[25]
if reqId == 26:
reqId = self.syms[26]
if reqId == 27:
reqId = self.syms[27]
if reqId == 28:
reqId = self.syms[28]
if reqId == 29:
reqId = self.syms[29]
if reqId == 30:
reqId = self.syms[30]
if tickType == 48 != 0.0:
rtVolume = value.split(";")
vwap = float(rtVolume[4])
self.myData(reqId, TickTypeEnum.to_str(tickType), vwap)
except Exception as e:
print(e)
def tickPrice(self, reqId, tickType, price, attrib):
super().tickPrice(reqId, tickType, price, attrib)
try:
if reqId == 0:
reqId = self.syms[0]
if reqId == 1:
reqId = self.syms[1]
if reqId == 2:
reqId = self.syms[2]
if reqId == 3:
reqId = self.syms[3]
if reqId == 4:
reqId = self.syms[4]
if reqId == 5:
reqId = self.syms[5]
if reqId == 6:
reqId = self.syms[6]
if reqId == 7:
reqId = self.syms[7]
if reqId == 8:
reqId = self.syms[8]
if reqId == 9:
reqId = self.syms[9]
if reqId == 10:
reqId = self.syms[10]
if reqId == 11:
reqId = self.syms[11]
if reqId == 12:
reqId = self.syms[12]
if reqId == 13:
reqId = self.syms[13]
if reqId == 14:
reqId = self.syms[14]
if reqId == 15:
reqId = self.syms[15]
if reqId == 16:
reqId = self.syms[16]
if reqId == 17:
reqId = self.syms[17]
if reqId == 18:
reqId = self.syms[18]
if reqId == 19:
reqId = self.syms[19]
if reqId == 20:
reqId = self.syms[20]
if reqId == 21:
reqId = self.syms[21]
if reqId == 22:
reqId = self.syms[22]
if reqId == 23:
reqId = self.syms[23]
if reqId == 24:
reqId = self.syms[24]
if reqId == 25:
reqId = self.syms[25]
if reqId == 26:
reqId = self.syms[26]
if reqId == 27:
reqId = self.syms[27]
if reqId == 28:
reqId = self.syms[28]
if reqId == 29:
reqId = self.syms[29]
if reqId == 30:
reqId = self.syms[30]
self.myData(reqId, TickTypeEnum.to_str(tickType), price)
time.sleep(0.5)
except Exception as e:
print(e)
@staticmethod
def myData(reqId, type, price):
if type == 'RT_VOLUME':
values = {
'SYMBOL': [reqId],
'TYPE': [type],
'VWAP': [price]
}
print(values)
else:
values = {
'SYMBOL': [reqId],
'TYPE': [type],
'PRICE': [price]
}
print(values)
def error(self, id, errorCode, errorMsg):
print(errorCode)
print(errorMsg)
然后我有我的应用程序 class:
class App:
ib = None
def __init__(self):
self.ib = IBApi()
self.ib.connect("127.0.0.1", 7496, 88)
ib_thread = threading.Thread(target=self.run_loop, daemon=True)
ib_thread.start()
time.sleep(0.5)
for sym in self.ib.syms:
self.marketData(self.ib.syms.index(sym), self.symbolsForData(sym))
def symbolsForData(self, mySymbol, sec_type='STK', currency='EUR', exchange='SBF'):
contract1 = Contract()
contract1.symbol = mySymbol.upper()
contract1.secType = sec_type
contract1.currency = currency
contract1.exchange = exchange
return contract1
def marketData(self, req_num, contract1):
self.ib.reqMktData(reqId=req_num,
contract=contract1,
genericTickList='233',
snapshot=False,
regulatorySnapshot=False,
mktDataOptions=[])
def run_loop(self):
self.ib.run()
# Start App
App()
正如您在 EWrapper 中看到的那样 class 我有两种方法来接收数据并为每个 reqId 分配符号，然后我传递一个静态方法将接收到的数据放在一起，还有要循环的值列表。 然后在我的应用程序 class 中有连接、构建合同的方法、从 IB 保存 reqMktData 的方法以及获取我需要的参数的方法，以及使用来自的列表执行 reqMktData 的循环EWrapper class.
这样一切都很好，我有这样正确输入的数据：
问题
因此，我的数据到达方式对我建立警报系统并不是很有用，因为我没有每个合同的所有数据，并且我不能只使用不同的值来设定条件并提出警报。我立刻要么只有 'HIGH' 要么只有 'LOW' 要么只有 'VWAP' 但是我很难弄清楚如何为每个符号将它们放在一起，因为我没有同时拥有所有东西并且每当我找不到路时，数据就会不断涌现。
我想澄清一下，我是编程新手，也是使用 python 的新手。对不起，我的菜鸟代码和可能是“显而易见”的问题。 但是，如果有人可以帮助我解决这个问题，我将不胜感激。如有任何其他评论，我们将不胜感激。
亲切的问候
马里奥
从包含列表的 Python 字典创建 Pandas 数据框很容易。例如，以下代码创建一个包含股票代码、买入价和卖出价的字典：
ticker_dict = {}
ticker_dict['SYMBOL'] = []
for sym in self.ib.syms:
ticker_dict['SYMBOL'].append(sym)
ticker_dict['BID'] = [0.0] * len(self.ib.syms)
ticker_dict['ASK'] = [0.0] * len(self.ib.syms)
...
现在假设 tickPrice 被调用时 reqId 为 5。您可以使用以下代码设置第五个出价：
ticker_dict['BID'][5] = price
收集完所有数据后，您可以通过调用 from_dict.
将字典转换为数据框您可能想要使用空 NumPy 数组而不是零列表。然后当收集到数据时，您可以将数组转换为列表。
这是我前一段时间写的东西，看看 tkinter 处理数据网格的能力如何。我刚刚添加了一个带有示例警报功能的数据框。
import tkinter as tk
from tkinter import ttk
import threading
from io import StringIO
import pandas as pd
from ibapi import wrapper
from ibapi.client import EClient
from ibapi.common import *
from ibapi.ticktype import *
from ibapi.contract import Contract
specs: StringIO = StringIO("""
Sym,Mo,Yr,Exch,Type,Curr,BID,LAST,ASK,OPEN,HIGH,LOW,CLOSE,VWAP
ES,12,2021,GLOBEX,FUT,USD,
EUR,12,2021,GLOBEX,FUT,USD
JPY,12,2021,GLOBEX,FUT,USD
cl,12,2021,nymex,FUT,USD
USD,,,IDEALPRO,CASH,CAD
""")
class Window(tk.Tk):
def __init__(self):
super().__init__()
self.protocol("WM_DELETE_WINDOW", self.close)
self.df = pd.read_csv(specs, index_col=0, dtype=str, na_filter= False)
self.df.columns = self.df.columns.str.strip()
self.title('Quotes')
self.geometry(f'{75*self.df.shape[1]+100}x{25*self.df.shape[0]+100}')
self.tree = ttk.Treeview(self)
cols = list(self.df.columns)
self.tree["columns"] = cols
self.tree.column('#0', width=75)
self.tree.heading('#0', text='Sym', anchor='w')
self.tree.tag_configure('alert', background='#773333')
for col in cols:
self.tree.column(col, anchor="w", width=75)
self.tree.heading(col, text=col, anchor='w')
for index, row in self.df.iterrows():
self.tree.insert("",tk.END , text=index, values=list(row))
self.tree.pack()
self.client = Client(self)
self.client.connect("127.0.0.1", 7497, clientId=123)
thread = threading.Thread(daemon=True, target = self.client.run)
thread.start()
def start(self):
self.client.reqData(self.df)
def update(self, reqId, col, val):
try:
item = self.tree.get_children()[reqId]
self.tree.set(item, column=col, value=val)
row = self.df.iloc[reqId] # the row is the reqId
row.at[col]=val
if self.alert(row):
self.tree.selection_set(item)
except:
pass
def alert(self,row):
if row.at['LAST'] > row.at['VWAP']:
return True
return False
def close(self):
print(self.df)
try:
self.client.quit()
except:
pass
finally:
self.destroy()
class Client(wrapper.EWrapper, EClient):
def __init__(self, wdow):
self.wdow = wdow
self.nextValidOrderId = 0
wrapper.EWrapper.__init__(self)
EClient.__init__(self, wrapper=self)
def quit(self):
self.disconnect()
def reqData(self, df):
reqId = 0
for idx, row in df.iterrows():
cont = Contract()
cont.symbol = idx
cont.secType = row['Type']
cont.currency = row['Curr']
cont.exchange = row['Exch']
cont.lastTradeDateOrContractMonth = row['Yr']+row['Mo']
self.reqMktData(reqId, cont, "233", False, False, None)
reqId += 1 # the row is the reqId
def cancelMktData(self, reqId:TickerId):
self.cancelMktData(reqId)
def nextValidId(self, orderId:int):
self.nextValidOrderId = orderId
self.wdow.start()
def error(self, reqId:TickerId, errorCode:int, errorString:str):
print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)
def tickString(self, reqId:TickerId, tickType:TickType, value:str):
if tickType == TickTypeEnum.RT_VOLUME:
rtVolume = value.split(";")
vwap = float(rtVolume[4])
self.wdow.update(reqId, 'VWAP', vwap)
def tickPrice(self, reqId: TickerId, tickType: TickType, price: float, attrib: TickAttrib):
self.wdow.update(reqId, TickTypeEnum.to_str(tickType), price)#price,size,time
if __name__ == '__main__':
wdow = Window()
wdow.mainloop()