start_historical_data_subscription
start_historical_data_subscription(
historical_data,
hd_socket,
subscription_id=None,
contract=Contract({}),
endDateTime='',
durationStr='1 D',
barSizeSetting='1 hour',
whatToShow='Trades',
useRTH=1,
formatDate=1,
keepUpToDate=0,
)Reactively get historical data
Creates a subscription for historical data using the parameters supplied. Results will appear in the sb_rvs['historical_data'] object, where they are accessible by other functions in your app.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| historical_data | You probably want to pass sb_rvs['historical_data'] to this parameter unless you have declared a different reactive variable for storing your historical data queries. Unless you have a very specific use case to do otherwise, use sb_rvs['historical_data']. |
required | |
| hd_socket | The socket on which you want to make the historical data subscription. You almost certainly want to pass ib_socket as this parameter unless you have constructed an app that uses different sockets for different tasks. This is not recommended except for advanced use cases. |
required | |
| subscription_id | Identifier of the request. You may use your own system, such as using contract symbol as your ID if you wish. If not supplied, then ShinyBroker will assign the smallest number that isn’t already in use as a historical data subscription ID. |
None |
|
| contract | The Contract object for which you want data | Contract({}) |
|
| endDateTime | Ending datetime string formatted as “YYYYMMDD HH:mm:ss TMZ” specifying the end of the time period for which you want historical data. Leave it as the default “” to get historical data up to the current present moment. | '' |
|
| durationStr | A Duration String that specifies how far back in time you want to fetch data. | '1 D' |
|
| barSizeSetting | A Bar Size that specifies how fine-grained you want your historical data to be (daily, weekly, every 30 seconds, etc). | '1 hour' |
|
| whatToShow | You may select from any of the Historical Data Types but for most cases you’ll probably be happy with one of “BID_ASK”, “MIDPOINT”, or “TRADES”. | 'Trades' |
|
| useRTH | “Use Regular Trading Hours”. Set to False if you want the historical data to include after-hours/pre-market trading |
1 |
|
| formatDate | Numeric code from the Format Date Received table that specifies how you want your dates formatted in the data. | 1 |
|
| keepUpToDate | Set to True if you want to keep receiving new bar data as it becomes available. For a barSizeSetting of 5 min, that would mean you receive new data every 5 minutes. |
0 |
Example
Run the app below for an informative exploration of this function and related objects.
import pandas as pd
import shinybroker as sb
from shiny import Inputs, Outputs, Session, ui, render, reactive, req
shdss_ui = ui.page_fluid(
ui.h2("Historical Data Fetcher"),
ui.p(
'When you click the "Fetch Historical Data" button, this app ' +
'feeds each of the labelled inputs to ',
ui.a(
ui.code("start_historical_data_subscription"),
href='https://shinybroker.com/reference/' +
'start_historical_data_subscription.html#' +
'shinybroker.start_historical_data_subscription'
),
", which assigns an ID to each query and makes the data request. " +
"ShinyBroker then reactively receives the data as it comes in and " +
"stores it in the reactive variable ",
ui.code("sb_rvs['historical_data']"),
", which this app uses to populate the output fields."
),
ui.p(
"For simplicity, the contract object is defined here using ",
ui.code("conId"),
" only. Feel free to experiment with other IDs such as '76792991' " +
"(Tesla), '43645865' (IBKR), '36285627' (GameStop), or use the " +
"tools from the \"Inspect\" tab of ShinyBroker to look up more."
),
ui.br(),
ui.row(
ui.column(
3,
ui.input_text(
id='con_id',
label='conId',
value='265598'
)
),
ui.column(6),
ui.column(
3,
ui.input_action_button(
id='fetch_data',
label='Fetch Historical Data'
)
)
),
ui.row(
ui.column(
3,
ui.input_text(
id='endDateTime',
label='endDateTime',
value=''
)
),
ui.column(
3,
ui.input_text(
id='durationStr',
label='durationStr',
value='1 W'
)
),
ui.column(
3,
ui.input_text(
id='barSizeSetting',
label='barSizeSetting',
value='1 day'
)
),
ui.column(
3,
ui.input_text(
id='whatToShow',
label='whatToShow',
value='Trades'
)
)
),
ui.row(
ui.column(
3,
ui.input_switch(id="useRTH", label="useRTH", value=True)
),
ui.column(
3,
ui.input_radio_buttons(
"formatDate",
"formatDate",
{
"1": "String Time Zone Date",
"2": "Epoch Date",
"3": "Day & Time Date"
}
)
),
ui.column(
3,
ui.input_switch(
id="keepUpToDate", label="keepUpToDate", value=False
)
),
ui.column(3)
),
ui.output_ui('hd_element_selection_section')
)
# Server to support the new UI
# Signature must always contain the following five parameters:
# input, output, session, ib_socket, and sb_rvs
def shdss_server(
input: Inputs, output: Outputs, session: Session, ib_socket, sb_rvs
):
@reactive.effect
@reactive.event(input.fetch_data, ignore_init=True)
def fetch_historical_data():
# when the fetch data button is clicked, read the inputs and fetch
# the data historical data!
sb.start_historical_data_subscription(
historical_data=sb_rvs['historical_data'],
hd_socket=ib_socket,
contract=sb.Contract({'conId': input.con_id()}),
endDateTime=input.endDateTime(),
durationStr=input.durationStr(),
barSizeSetting=input.barSizeSetting(),
whatToShow=input.whatToShow(),
useRTH=input.useRTH(),
formatDate=input.formatDate(),
keepUpToDate=input.keepUpToDate()
)
# Make a reactive var containing the keys of the historical data object
# that only gets updated when the keys change
hd_keys = reactive.value([])
@reactive.effect
def update_hd_keys():
hdk = sb_rvs['historical_data']().keys()
if hdk != hd_keys() and len(hdk) > 0:
hd_keys.set(hdk)
@render.ui
@reactive.event(hd_keys)
def hd_element_selection_section():
# Runs when hd_keys changes or is initialized
hdk = hd_keys()
if len(hdk) == 0:
# If sb_rvs['historical_data'] is empty, it returns a p() tag with a
# helpful message asking the user to make a request.
return ui.TagList(
ui.p(
'Please make a historical data request and the results ' +
'will appear here.'
)
)
elif len(hdk) == 1:
# If len(hkd) == 1 then that means the user has added one
# historical data object. In this case, replace the "Please
# make a historical data request..." message with 3 ui objects:
# 1) selected_hd_id: a radio buttons input with `choices` populated
# with the id of the data request
# 2) hd_description: a ui object, blank for now
# 3) selected_hd_data: an empty datatable for tabular data
return ui.TagList(
ui.input_radio_buttons(
id='selected_hd_id',
label='Select an ID to display historical data',
choices=dict(zip(hdk, hdk))
),
ui.output_ui('hd_description'),
ui.output_data_frame('selected_hd_data')
)
else:
# If len(hdk) != 0 or 1, then this case occurs, meaning that all the
# function needs to do is update the choices attribute of the
# selected_hd_id radio button input widget:
ui.update_radio_buttons(
id='selected_hd_id',
choices=dict(zip(hdk, hdk)),
selected=hdk[len(hdk) - 1]
)
@render.data_frame
def selected_hd_data():
# populate the datatable `selected_hd_data` with the historical data
# element that the user has selected
return render.DataTable(
sb_rvs['historical_data']().get(
input.selected_hd_id(), {}
).get('hst_dta', pd.DataFrame({}))
)
@render.ui
@reactive.event(hd_keys, input.selected_hd_id)
def hd_description():
# render the descriptive text for the selected hd element
return ui.TagList(
ui.br(),
ui.h5(
"Here is the output of all the elements of ",
ui.code("sb_rvs['historical_data']"),
" except for ",
ui.code('\'hst_dta\''),
":"
),
ui.code(str({
key: value for (key, value) in
sb_rvs['historical_data']().get(
input.selected_hd_id()).items() if
key != 'hst_dta'
})),
ui.br(),
ui.br(),
ui.h5(
'...and here are the contents of ',
ui.code(
"sb_rvs['historical_data']().get(input.selected_hd_id)" +
".get('hst_dta')"
),
", rendered as a data table output:"
)
)
# Create a ShinyBroker app with the ui and server
app = sb.sb_app(
shdss_ui,
shdss_server,
host='127.0.0.1',
port=7497,
client_id=10742
)
# run it!! :)
app.run()