ib_insync, prints ticker even though I have not specified it

Question

Just started using ib_insync . I am trying to get the tick data into a dataframe.

Here is the relevant code:

def onPendingTickers(tickers, conn=conn):
    for t in tickers:
        # 'CREATE TABLE IF NOT EXISTS {} (timestamp timestamp, bid_qty INT, bid REAL, ask REAL, ' \
        # 'ask_qty INT, high REAL, low REAL, close REAL, open REAL, contractID INT)'
        # print(t)
        c.execute('INSERT INTO {} (timestamp, bid_qty, bid, ask, ask_qty, high, low, close, open, contractID)'
                  ' VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?);'.format(t.contract.pair()),
                  (t.time, t.bidSize, t.bid, t.ask, t.askSize, t.high, t.low, t.close, t.open, t.contract.conId))
        # print(t.time, t.bidSize, t.bid, t.ask, t.askSize, t.high, t.low, t.close, t.open, t.contract.conId)
    conn.commit()

ib.pendingTickersEvent += onPendingTickers
ib.sleep(60*60)
ib.pendingTickersEvent -= onPendingTickers

When I run this code in a terminal, it prints the ticker , I am not sure what exactly needs to be changed here.

Answer 1

If you just want to get ticks without displaying the information, here's some sample code that you should be able to run:

from ib_insync import *
import pandas as pd
import numpy as np

# Connect to IB; args are (IP address, device number, client ID)
def ibConnect(port,clientID):
  connection = ib.connect('127.0.0.1', port, clientID)
  ib.sleep(0)
  return ()

# Disconnect from IB  
def ibDisconnect():
  ib.disconnect()
  ib.sleep(0)
  return

# Set up a futures contract
def ibFuturesContract(symbol, expirationDate, exchange):
  futuresContract = Future(symbol, expirationDate, exchange)
  return futuresContract

# Realtime Ticks Subscription
def ibGetTicker (contract):
  ticker = ib.ticker(contract)
  return [ticker]

ib = IB()
ibConnect(7496,300)
contract = ibFuturesContract('YM',20210618,'ECBOT')

# Start the real-time tick subscription
ib.reqMktData(contract, '', False, False)

# Real Time Ticks
global ticker
ticker = ibGetTicker(contract)

# Get just the last tick each second and put it into a data table
x = 0
while x < 10:
  ib.sleep(1)
  if ticker is not None:
    df = util.df(ticker)
    if (x == 0):
      dt = df
    else:
      dt = dt.append(df)
  x = x + 1

print (dt)  
ib.cancelMktData(contract)
ibDisconnect()