reqHistoricalData() returning empty value using IBpy?

Question

I am trying to use IBpy to return historical data from some instruments, but when I try the code in the documentation I get an empty result.

I managed to make it work using R Ibroker but I would really prefer to have it working using the Python API.

Here is the code I am testing.

from time import sleep, strftime
from time import sleep
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message

def my_account_handler(msg):
    print(msg)


def my_tick_handler(msg):
    print(msg)


if __name__ == '__main__':
    con = ibConnection()
    con.register(my_account_handler, 'UpdateAccountValue')
    con.register(my_tick_handler, message.tickSize, message.tickPrice)
    con.connect()

    def inner():

        qqqq = Contract()
        qqqq.m_secType = "CASH" 
        qqqq.m_symbol = "MSFT"
        qqqq.m_currency = "USD"
        qqqq.m_exchange = "IDEALPRO"
        endtime = strftime('%Y%m%d %H:%M:%S')
        con.reqHistoricalData(1,qqqq,endtime,"5 D","1 hour","MIDPOINT",1,1)

        sleep(10)

    inner()
    sleep(5)
    print('disconnected', con.disconnect())

Any idea what might be going wrong?

Answer 1

You need to register for the historical data message.

con.register(my_hist_data_handler, message.historicalData)

Then define whatever you want to do with it

def my_hist_data_handler(msg): print(msg)

Also note MSFT (or QQQ) is a stock

qqqq.m_secType = "STK" #cash is for forex
qqqq.m_symbol = "MSFT" #use less confusing var name
qqqq.m_currency = "USD" 
qqqq.m_exchange = "SMART" #for stocks usually