14 lines
487 B
Python
14 lines
487 B
Python
|
from datetime import datetime
|
||
|
from ib_insync import Option
|
||
|
from ibkr.client import Client
|
||
|
from ibkr.exchange import SMART
|
||
|
|
||
|
client = Client(host = '127.0.0.1', port = 7497)
|
||
|
|
||
|
expiration = datetime.now().strftime('%Y%m%d')
|
||
|
contract = Option('SPX', expiration, 4550.0, 'P', exchange = SMART, currency = 'USD')
|
||
|
contract.tradingClass = 'SPXW'
|
||
|
market_data = client.get_market_data(contract, streaming = True)
|
||
|
|
||
|
market_data.updateEvent += lambda _: print(market_data.last)
|
||
|
client.run_event_loop()
|