盈透證券 API 錯誤 321？

您好我在使用 Interactive Broker python API 時遇到問題。我正在使用 python 3.8 並連接到 IB TWS 版本。979

當我執行此符號腳本時，出現以下錯誤：

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract

import threading
import time



class IBapi(EWrapper, EClient):
   def __init__(self):
       EClient.__init__(self, self)
   def tickPrice(self, reqId, tickType, price, attrib):
       if tickType == 2 and reqId == 1:
           print('The current ask price is: ', price)

def run_loop():
   app.run()

app = IBapi()
app.connect('127.0.0.1', 7497, 123)

#Start the socket in a thread
api_thread = threading.Thread(target=run_loop, daemon=True)
api_thread.start()

time.sleep(1) #Sleep interval to allow time for connection to server

fut_contract = Contract()
fut_contract.symbol = "MNQU0" #MNQ SEP'20"
fut_contract.secType = 'FUT'
fut_contract.exchange = 'GLOBEX'
fut_contract.currency = 'USD'
fut_contract.LocalSymbol = 'MNQU0'
fut_contract.LastTradeDateOrContractMonth = "202009";

#Request Market Data
app.reqMktData(1, fut_contract, '', False, False, [])

time.sleep(100) #Sleep interval to allow time for incoming price data
app.disconnect()

錯誤：

Error 1 321 error validating request:-'bW' : cause - Please enter a local symbol or expiry

我看不出我做錯了什麼。我找不到與到期相關的任何其他 Contact() 欄位。

謝謝

嘗試更改LocalSymbol為tradingClass並更改Last..Month為last..Month：

fut_contract = Contract()
fut_contract.symbol = 'MNQU0' #MNQ SEP'20
fut_contract.secType = 'FUT'
fut_contract.exchange = 'GLOBEX'
fut_contract.currency = 'USD'
fut_contract.tradingClass = 'MNQ'
fut_contract.lastTradeDateOrContractMonth = '202009'

#Request Market Data
app.reqMktData(1, fut_contract, '', True, False, [])

我將第四個參數切換為 True 因為我不想請求一個流，只是一個快照。小心你的大寫和小寫！

這是我建議的更改執行腳本時返回的內容：

The current ask price is:  10765.5

引用自：https://quant.stackexchange.com/questions/55569