在 Ib Insync 中如何取消股票行情？我无法获得蜱虫

Question

我无论如何都找不到识别特定股票流以便正确取消它的方法..？我确信这很简单，但我很蠢。

在普通 IB API 中，您可以指定一个 tickid，但似乎 Insync 正在以某种方式处理它。问题是我需要取消市场数据流并启动它们。 这是我的代码：

from ib_insync import *

# Connect to IB Gateway or TWS
ib = IB()
ib.connect('127.0.0.1', 7496, clientId=5)

# Define the contract for the index
instr = Stock(symbol='SPY', exchange='SMART', currency='USD')

# Request market data
ticker = ib.reqMktData(instr, snapshot=False, regulatorySnapshot=False)

# Wait for data to populate
ib.sleep(1)

# Access the tickId from the ticker object
tick_id = ticker.contract.conId  
print(f"Contract ID (conId): {tick_id}")

# Print current market data
print(f"Last price: {ticker.last}")
print(f"Bid: {ticker.bid}")
print(f"Ask: {ticker.ask}")

# Cancel the market data stream
ib.cancelMktData(tick_id)

# Disconnect
ib.disconnect()

我收到错误：cancelMktData：找不到合约 0 的 reqId。

我尝试添加一个ticid：

ticker = ib.reqMktData(stock, '', False, False, TICKID)

但这似乎也不起作用。

Answer 1

将

ib.cancelMktData(tick_id)

更改为

ib.cancelMktData(instr)

基于ib_insync源代码：

 def cancelMktData(self, contract: Contract):
    """
    Unsubscribe from realtime streaming tick data.

    Args:
        contract: The exact contract object that was used to
            subscribe with.
    """
    ticker = self.ticker(contract)
    reqId = self.wrapper.endTicker(ticker, 'mktData') if ticker else 0
    if reqId:
        self.client.cancelMktData(reqId)
    else:
        self._logger.error(
            'cancelMktData: ' f'No reqId found for contract {contract}')