There are a lot of examples showing how to get particular asset's price from Interactive Brokers. However, when I want to get the whole chain of options for one asset, I don't know which particular strikes are listed. Same for futures, I don't know which expirations are available at the moment. So, i.e., for options, I just loop through all possible strikes and reqMktData for each, also making a sleep(1) every 100 messages to avoid hitting the limit for number of requests per second. Obviously, many of these messages return with error "No security definition has been found for the request".
This looks like the wrong approach as it wastes lots of time on non-existing assets. Is there any more clean way to do this, or a special function for such purpose?
Implementing handler for contractDetailsEnd as suggested by Donn Lee. Thanks to both shashkello and Donn Lee.
from ib.ext.Contract import Contract
from ib.ext.ContractDetails import ContractDetails
from ib.opt import ibConnection, message
import time
def watcher(msg):
print msg
def contractDetailsHandler(msg):
contracts.append(msg.contractDetails.m_summary)
def contractDetailsEndHandler(msg):
global DataWait
DataWait = False
con = ibConnection()
con.registerAll(watcher)
con.register(contractDetailsHandler, 'ContractDetails')
con.register(contractDetailsEndHandler, 'ContractDetailsEnd')
con.connect()
contract = Contract()
contract.m_exchange = "SMART"
contract.m_secType = "OPT"
contract.m_symbol = "VTR"
#contract.m_multiplier = "100"
contract.m_currency = "USD"
con.reqContractDetails(1, contract)
contracts = [] # to store all the contracts
DataWait = True ; i = 0
while DataWait and i < 90:
i += 1 ; print i,
time.sleep(1)
con.disconnect()
con.close()
print contracts