IBKR: 未找到与请求的合同相关的安全定义。

huangapple
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英文:

IBKR: No security definition has been found for the request, contract:

问题

我是新来的IBKR和其API，下面给出的代码在qualifyContracts方法上出现错误：

  1. Error 200, reqId 308: No security definition has been found for the request, contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=808.33, right='C', exchange='CBOE', currency='USD')
  2. Error 200, reqId 309: No security definition has been found for the request, contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=816.67, right='C', exchange='CBOE', currency='USD')
  3. Error 200, reqId 310: No security definition has been found for the request, contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=825.0, right='C', exchange='CBOE', currency='USD')
  4. Unknown contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=1.67, right='C', exchange='CBOE', currency='USD')
  5. Unknown contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=3.33, right='C', exchange='CBOE', currency='USD')
  6. Unknown contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=5.0, right='C', exchange='CBOE', currency='USD')
  7. Unknown contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=6.67, right='C', exchange='CBOE', currency='USD')

下面是给出的代码：

  1. from ib_insync import *
  2. from random import getrandbits
  4. if __name__ == '__main__':
  5.     ib = IB()
  6.     client_id = getrandbits(5)
  7.     print('Connecting with the CLIENT ID = ', client_id)
  8.     PORT = 4002
  9.     ib.connect('127.0.0.1', PORT, clientId=client_id)
  10.     contract = Stock('TSLA', 'SMART', 'USD')
  11.     print('Setting Market Data Type')
  13.     ib.reqMarketDataType(3)
  14.     print('1')
  15.     ib.qualifyContracts(contract)
  16.     print('CON ID = ', contract.conId)
  17.     chains = ib.reqSecDefOptParams(contract.symbol, '', contract.secType, contract.conId)
  18.     cboe_chains = [c for c in chains if c.exchange == 'CBOE']
  20.     opts = []
  21.     for chain in cboe_chains:
  22.         print(chain)
  23.         for strike in chain.strikes:
  24.             print(strike)
  25.             option = Option(symbol=chain.tradingClass, lastTradeDateOrContractMonth=chain.expirations[0], strike=strike,
  26.                             exchange='CBOE', currency='USD', right='C')
  27.             opts.append(option)
  28.     print(opts)
  29.     qualified_contract = ib.qualifyContracts(*opts) # Error comes here

希望这对你有所帮助。

英文:

I am new in both IBKR and its API, the code given below is giving error on qualifyContracts method:

  1. Error 200, reqId 308: No security definition has been found for the request, contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=808.33, right='C', exchange='CBOE', currency='USD')
  2. Error 200, reqId 309: No security definition has been found for the request, contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=816.67, right='C', exchange='CBOE', currency='USD')
  3. Error 200, reqId 310: No security definition has been found for the request, contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=825.0, right='C', exchange='CBOE', currency='USD')
  4. Unknown contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=1.67, right='C', exchange='CBOE', currency='USD')
  5. Unknown contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=3.33, right='C', exchange='CBOE', currency='USD')
  6. Unknown contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=5.0, right='C', exchange='CBOE', currency='USD')
  7. Unknown contract: Option(symbol='TSLA', lastTradeDateOrContractMonth='20230303', strike=6.67, right='C', exchange='CBOE', currency='USD')

The code given below:

  1. from ib_insync import *
  2. from random import getrandbits
  4. if __name__ == '__main__':
  5.     ib = IB()
  6.     client_id = getrandbits(5)
  7.     print('Connecting with the CLIENT ID = ', client_id)
  8.     PORT = 4002
  9.     ib.connect('127.0.0.1', PORT, clientId=client_id)
  10.     # contract = Contract(conId=76792991, exchange='SMART',currency='USD')
  11.     contract = Stock('TSLA', 'SMART', 'USD')
  12.     print('Setting Market Data Type')
  14.     ib.reqMarketDataType(3)
  15.     print('1')
  16.     ib.qualifyContracts(contract)
  17.     print('CON ID = ', contract.conId)
  18.     chains = ib.reqSecDefOptParams(contract.symbol, '', contract.secType, contract.conId)
  19.     cboe_chains = [c for c in chains if c.exchange == 'CBOE']
  20.     # # print(cboe_chains)
  21.     # contracts = [Option(cboe_chains[0].underlyingConId, c.symbol, c.secType, c.exchange, c.currency, c.strike, c.right,
  22.     #                     c.lastTradeDateOrContractMonth) for c in cboe_chains]
  24.     opts = []
  25.     for chain in cboe_chains:
  26.         print(chain)
  27.         for strike in chain.strikes:
  28.             print(strike)
  29.             option = Option(symbol=chain.tradingClass, lastTradeDateOrContractMonth=chain.expirations[0], strike=strike,
  30.                             exchange='CBOE', currency='USD', right='C')
  31.             opts.append(option)
  32.     #
  33.     #         qualified_contract = ib.qualifyContracts(option)
  34.     #         print(qualified_contract)
  35.     #     print('-----------------------------------')
  36.     print(opts)
  37.     qualified_contract = ib.qualifyContracts(*opts) # Error comes here

答案1

得分: 1

以下是您要翻译的内容：

  1. 我总是使用默认的主要交易所定义合同，SMART并不总是按预期工作。此外，我不确定' CBOE' 是否是IBKR的有效交易所名称。请检查：
  3. def contract(
  4.     symbol, sec_type="STK", currency="USD", exchange="SMART", primaryExchange="ISLAND"
  5. ):
  6.     contract = Contract()
  7.     contract.symbol = symbol
  8.     contract.secType = sec_type
  9.     contract.currency = currency
  10.     contract.exchange = exchange
  11.     # 指定主要交易所属性以避免合同模糊
  12.     contract.primaryExchange = primaryExchange
  13.     return contract
  15. contract = Stock('TSLA', 'SMART', 'USD', 'NASDAQ')
英文:

I always define the contract with a default primary exchange, SMART does not work as expected all the time. Also, I am not sure if 'CBOE' is a valid exchange name for IBKR. Check this:

  1. def contract(
  2.     symbol, sec_type="STK", currency="USD", exchange="SMART", primaryExchange="ISLAND"
  3. ):
  4.     contract = Contract()
  5.     contract.symbol = symbol
  6.     contract.secType = sec_type
  7.     contract.currency = currency
  8.     contract.exchange = exchange
  9.     # Specify the Primary Exchange attribute to avoid contract ambiguity
  10.     contract.primaryExchange = primaryExchange
  11.     return contract
  14. contract = Stock('TSLA', 'SMART', 'USD', 'NASDAQ')

huangapple
  • 本文由 发表于 2023年3月4日 03:35:29
  • 转载请务必保留本文链接：https://go.coder-hub.com/75631221.html
  • ib-insync
  • interactive-brokers
  • python
  • tws
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