ezIBpy: Tick Callback Example (repo: https://github.com/ranaroussi/ezibpy)

ezibpy-callback

#!/usr/bin/env python
# -*- coding: UTF-8 -*-

import ezibpy
import time

# ---------------------
# create a callback method to be called on every tick/bid/ask
def ibCallback(caller, msg, **kwargs):
    if "tick" in kwargs:
        """
        ^^ triggers on every new tick
        if you want to get quote changes, use:
        if "handleTick" in caller:
            ...
        """
        if ibConn.contracts[msg.tickerId].m_secType in ("OPT", "FOP"):
            data = ibConn.optionsData[msg.tickerId]
        else:
            data = ibConn.marketData[msg.tickerId]
        print( data ) # data is a single row DataFrame with columns:

# ---------------------
# initialize connection
ibConn = ezibpy.ezIBpy()
ibConn.connect(clientId=1324, host="localhost", port=7497)

# >> introduce callback method <<
ibConn.ibCallback = ibCallback

# create EUR/USD contract
contract = ibConn.createCashContract("EUR", currency="USD")

# ...or create AAPL170407C00143000 CALL Option contract
# contract = ibConn.createOptionContract("AAPL", expiry="20170407", strike=143.0, otype="CALL")

# request market data for the contract
ibConn.requestMarketData()

# ---------------------
# wait until stopped
try:
    while True:
        time.sleep(1)

except (KeyboardInterrupt, SystemExit):
    print('Stopped using Ctrl-c...')
    
    # cancel market data & disconnect
    ibConn.cancelMarketData(contract)
    ibConn.disconnect()

Callback Callers are:

• handleAccount
• handleConnectionClosed
• handleConnectionOpened
• handleContractDetails
• handleContractDetailsEnd
• handleError
• handleHistoricalData
• handleMarketDepth
• handleOrders
• handlePortfolio
• handlePosition
• handleTickGeneric
• handleTickOptionComputation
• handleTickPrice
• handleTickSize
• handleTickSnapshotEnd
• handleTickString

Market Data for Options

Please note that options data is available in theibConn.optionsData collection and not in the ibConn.marketData collection. I've updated the example code to work with both.