java - 来自交互式代理 API 的随机响应

Question

我使用了 IB 在其 API 中提供的示例，但我得到了绝对(至少从我所看到的)随机结果，这里有一些日志:

main (16:32:27): REQ: secDef 1
main (16:32:27): REQ: rfq 1528036347
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usfuture
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:eufarm
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usopt
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usfarm
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2106 msg=HMDS data farm connection is OK:euhmds
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2106 msg=HMDS data farm connection is OK:ushmds
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usfuture
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:eufarm
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usopt
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2104 msg=Market data farm connection is OK:usfarm
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2106 msg=HMDS data farm connection is OK:euhmds
AWT-EventQueue-0 (16:32:27): Error id=-1 code=2106 msg=HMDS data farm connection is OK:ushmds

AWT-EventQueue-0 (16:32:27): tickPrice:1 field:68 (delayedLast) value:1.55
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:66 (delayedBid) value:1.51
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:67 (delayedAsk) value:1.56
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:72 (delayedHigh) value:2.1
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:73 (delayedLow) value:1.48
AWT-EventQueue-0 (16:32:27): tickSize:1 field:74 (delayedVolume) value:161
AWT-EventQueue-0 (16:32:27): tickPrice:1 field:75 (delayedClose) value:1.47

AWT-EventQueue-0 (16:32:27): Error id=1 code=10090 msg=Part of requested market data is not subscribed. Subscription-independent ticks are still active.Delayed market data is available.IBM NYSE/TOP/ALL

请注意，尽管出现错误，我仍然收到了延迟的价格。 现在(28 秒后)我重新启动完全相同的示例，但没有触及任何内容:

main (16:32:55): REQ: secDef 1
main (16:32:55): REQ: rfq 1528036375
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usfuture
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:eufarm
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usopt
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usfarm
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2106 msg=HMDS data farm connection is OK:euhmds
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2106 msg=HMDS data farm connection is OK:ushmds
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usfuture
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:eufarm
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usopt
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2104 msg=Market data farm connection is OK:usfarm
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2106 msg=HMDS data farm connection is OK:euhmds
AWT-EventQueue-0 (16:32:55): Error id=-1 code=2106 msg=HMDS data farm connection is OK:ushmds
AWT-EventQueue-0 (16:32:55): Error id=1 code=10090 msg=Part of requested market data is not subscribed. Subscription-independent ticks are still active.Delayed market data is available.IBM NYSE/TOP/ALL

现在我没有收到任何价格!调用本身如下所示:

client().reqMarketDataType(3); //delayed prices
client().reqMktData(1,contract,"",true, null);

有什么想法吗？

Answer 1

这对我有用 Ib_insync软件开发工具包:

ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)

c = Contract(conId=292579214)

ib.qualifyContracts(c)
ib.reqMarketDataType(3)
ticker = ib.reqTickers(c)
print(ticker)
for obj in ticker:
    print("--->{}<------".format(obj.ask))```

也许这会对其他人有帮助......