I've tried running a python script in VSCode to pull live market data and it will only run correctly once, giving me the output of ask price and bid price. However, when I try to run it again, nothing happens, no output. I need to restart my Trader Workstation for it to work again.
from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum
class TestApp(EWrapper, EClient):
def __init__(self):
EClient.__init__(self, self)
def error(self, reqId, errorCode, errorString):
print("Error: " , reqId, " ", errorCode, " ", errorString)
def tickPrice(self, reqId, tickType, price, attrib):
if tickType == 2 and reqId == 1:
print("Ask price: ", price)
if tickType == 1 and reqId == 1:
print("Bid price: ", price)
def main():
app = TestApp()
app.connect("127.0.0.1", 7497, 1)
contract = Contract()
contract.symbol = "ES"
contract.lastTradeDateOrContractMonth = "202109"
contract.secType = "FUT"
contract.exchange = "GLOBEX"
contract.currency = "USD"
app.reqMktData(1, contract, "", True, False, [])
app.run()
if __name__ == "__main__":
main()
You don't disconnect so TWS maintains a connection. The app.run() thread is still running. You can kill the program or disconnect after you get the data. Note for snapshots you can wait for a snapshotEnd event which should fire after 11 seconds and then you can call disconnect().
Here is an example with better asynchronous handling. https://stackoverflow.com/a/68026777/2855515
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