Programmiererforum

### SPX Variables ###

und_symbol = 'SPX'
und_exchange = 'CBOE'

### Establishing the specific contract to get options ###
idx_con = Index(und_symbol, und_exchange)
ib.qualifyContracts(idx_con)

### Select market data type: 1 = Live 2 = Frozen 3 = Delayed 4 = Delayed frozen
ib.reqMarketDataType(1)

### Then get the ticker. Requesting a ticker can take up to 11 seconds.
[ticker] = ib.reqTickers(idx_con)

### Take the current market value of the ticker:
current_price = ticker.marketPrice()
print(current_price)

Ich verwende den folgenden Code, um zu versuchen, den aktuellen Preis von SPX während der regulären Handelszeiten abzurufen, aber er zeigt mir den Schlusskurs von gestern an. Dabei wird die TWS-API verwendet.
Ich habe Marktdatenabonnements für:
CBOE One Add-on-Bundle (NP, L1)
Add-on-Streaming-Paket für US-Aktien und -Optionen
US Securities Snapshot und Futures Value Bundle (NP, L1)
[code]### SPX Variables ###

und_symbol = 'SPX'
und_exchange = 'CBOE'

### Establishing the specific contract to get options ###
idx_con = Index(und_symbol, und_exchange)
ib.qualifyContracts(idx_con)

### Select market data type: 1 = Live 2 = Frozen 3 = Delayed 4 = Delayed frozen
ib.reqMarketDataType(1)

### Then get the ticker. Requesting a ticker can take up to 11 seconds.
[ticker] = ib.reqTickers(idx_con)

### Take the current market value of the ticker:
current_price = ticker.marketPrice()
print(current_price)
[/code]