req_mkt_data
req_mkt_data(reqId, contract, genericTickList='', snapshot=False, regulatorySnapshot=False)
Create a market data request string
Parameters
Name | Type | Description | Default |
---|---|---|---|
reqId |
int | Numeric identifier of the request | required |
contract |
Contract | A Contract object | required |
genericTickList |
Comma-separated string of the numerical Generic Ticks for which you’d like data | '' |
|
snapshot |
Set to True if you want a snapshot |
False |
|
regulatorySnapshot |
Set to True if you want a regulatory snapshot |
False |
Examples
import shinybroker as sb
mkt_data_req_msg = sb.req_mkt_data(
reqId=1,
contract=sb.Contract({
'symbol': 'AAPL',
'secType': 'STK',
'exchange': 'SMART',
'currency': 'USD'
}),
genericTickList="233,236" # request for "RT Volume" & "Shortable"
)
print(mkt_data_req_msg)