IB_insync 返回微小的 integer 用于共享（1 = 100, 0 = 50？）需要浮点数或适当缩放的整数

Question

Using IB_insync API.

When loading ticker.Domticks and receiving the list of ticks, the dollar amount appears to be correct, but the shares show as small integers of 0,1,3,6 etc... When they should most likely be scaled 100x... and zero is most likely for less than 100 shares. Because its not a float it can not be scaled. Does anyone know why it would be returning the shares number incorrectly? I did recently subscribe to ASX australian exchange, and noticed that the shares number came back in the thousands, so it is presumably correct. contract = Stock('AAPL', "ISLAND","USD") > contract = Stock('CBA', "ASX","AUD")

def runner(ticker):
    global elements
    # print(ticker.domTicks)

    for i in range(100):
        if i < len(ticker.domTicks):
            grab = ticker.domTicks[i]
            elements.append(grab)



if __name__ == "__main__":
    depth = 120
    time_samples = 260


    ib = IB()

    ib.connect('127.0.0.1', 7497, clientId=2)
    list_of_exchanges = ib.reqMktDepthExchanges()
    for items in list_of_exchanges:
        print(items)
    print(list_of_exchanges)
    contract = Stock('AAPL', "ISLAND","USD")

    last_bid_book = np.zeros((0,depth))
    print(last_bid_book)

    last_ask_book = np.zeros((0,depth))
    elements = []

    ticker = ib.reqMktDepth(contract)



    ib.sleep(1)





    ticker.updateEvent += runner

Answer 1

Only round lots (and not odd lots) are typically returned with the top-of-book market data feed because the NBBO (National Best Bid/Best Offer) rules only pertain to round-lot orders.

What is an "Odd Lot" in stocks?

• Odd-Lot orders are not posted to the bid/ask data on exchanges

As such the bid/ask data is returned with a multiplier that can be found in the mdSizeMultiplier field of the IBApi.ContractDetails class.