I am trying to develop a stock screener for screening price action at a specific time frame on multiple stocks. Hence, I will need to automate pulling data from IB on multiple instruments with sufficient memory buffer.
The server can be connected smoothly if I only run the script once.
TWS Time at connection:20171206 12:00:11 CST
After successful connection, I used ibpy to pull out historical data. The data was downloaded successfully with no problems. However, when I try to pull data from same instrument with the same settings again.
TWS Time at connection:20171206 12:00:11 CST
Server Error: <error id=None, errorCode=None, errorMsg=unpack requires a buffer of 1 bytes>
I am not sure how to allocate memory buffer for performing this task. I am a newbie in Python and no knowledge in buffer allocation. Please advise in super simple language on solving the server error. Thank you in advance for the help and effort!! (Ideally, there is no need to go deeper into editing the ibpy core codes for my easier understanding)
I tried to contact IB customer service for API support but in vain due to lack of error code.
Here are codes related to the connection of IB.
def connect_to_tws(self):
self.tws_conn = Connection.create(port=7497, clientId=5)
self.tws_conn.connect()
self.register_callback_functions()
def contract_creation(self):
self.listbox1.delete(0,END) # clears contents of the listbox
self.tws_conn.cancelHistoricalData(5) #cancels historical data
mySymbol = self.input.symbol # get the symbol from the combobox
contract = self.create_contract(mySymbol,
'STK', # security STK = stock
'SEHK', # exchange
'',# primary exchange
'HKD') # currency
duration = self.input.duration # get the duration ie. 1 D, 1 M, 1 Y
bar_size = self.input.barsize # get the bar size ie. 5 mins, 2 mins, 1 day
self.tws_conn.reqHistoricalData(tickerId = 5, # contract number can be any number
contract=contract, # contract detail from about
endDateTime=self.input.now, # end date and time
durationStr=duration,
barSizeSetting=bar_size,
whatToShow='TRADES', # what to show ie. MIDPOINT, BID, ASK,
useRTH=1, # Regular trading hours 1 = RTH, 0 = all data
formatDate=1) # 1 = 20161021 09:30:00 2 = Unix time (Epoch)
def register_callback_functions(self):
# Assign server messages handling function.
self.tws_conn.registerAll(self.server_handler)
# Assign error handling function.
self.tws_conn.register(self.error_handler, 'Error')
def error_handler(self, msg):
if msg.typeName == 'error'and msg.id != -1:
print ('Server Error:', msg)
def server_handler(self, msg):
if msg.typeName == 'historicalData':
hd_date = msg.date
hd_open = msg.open
hd_high = msg.high
hd_low = msg.low
hd_close = msg.close
hd_volume = msg.volume
str_date = str(hd_date)
str_open = str(hd_open)
str_high = str(hd_high)
str_low = str(hd_low)
str_close = str(hd_close)
str_volume = str(hd_volume)
# creates a string containing date, open, high, low, close, volume
priceData2 = hd_date+","+str_open+","+str_high+","+str_low+","+str_close+","+str_volume
if 'finished' in hd_date:
pass
else:
str_data = hd_date, hd_open, hd_high, hd_low, hd_close, hd_volume
print (str_data) # prints info to the Python shell
self.listbox1.insert(END, priceData2) # adds info to the listbox
elif msg.typeName == "error" and msg.id != -1:
return
def create_contract(self, symbol, sec_type, exch, prim_exch, curr):
contract = Contract()
contract.m_symbol = symbol
contract.m_secType = sec_type
contract.m_exchange = exch
contract.m_primaryExch = prim_exch
contract.m_currency = curr
return contract
I'm working with the IBpy-library every day and I never had problems with the buffer size. Maybe you'll tell us more about your environment (OS, CPU, RAM)? Did other examples with IBpy work?
The communication with IB isn't easy but with putting some
print("Line xx works")
you will know where the error occurs and by sending more concrete information to IB by message they'll help you friendly.