Hallo @HimbeerToni,
hier ein Beispiel um die historischen Kurse der letzten 15 Tage am Handelsplatz "OTC" abzurufen:
security_service_client = TradingAPI_pb2_grpc.SecurityServiceStub(channel)
securitycode = SecurityService_pb2.SecurityCode(code=code, code_type=code_type)
stockexchange = StockExchangeService_pb2.StockExchange(id='OTC')
security_with_stock_exchange = SecurityService_pb2.SecurityWithStockExchange(
security_code=securitycode,
stock_exchange=stockexchange
)
security_price_history_request = SecurityService_pb2.SecurityPriceHistoryRequest(
access_token=access_token,
security_with_stockexchange=security_with_stock_exchange,
days=15,
time_resolution=time_resolution
)
quote_data = security_service_client.GetSecurityPriceHistory(security_price_history_request)
for day_data in request_data.price_entries:
# Daten verarbeiten
hier ein Beispiel um die aktuellen Kurse am Handelsplatz "OTC" abzurufen:
security_service_client = TradingAPI_pb2_grpc.SecurityServiceStub(channel=channel)
securitycode = SecurityService_pb2.SecurityCode(code=code, code_type=code_type)
stockexchange = StockExchangeService_pb2.StockExchange(id='OTC')
security_with_stock_exchange = SecurityService_pb2.SecurityWithStockExchange(
security_code=securitycode,
stock_exchange=stockexchange
)
security_price_marketdata_request = SecurityService_pb2.SecurityMarketDataRequest(
access_token=token,
security_with_stockexchange=security_with_stock_exchange,
currency='EUR'
)
market_data = security_service_client.StreamMarketData(security_price_marketdata_request)
for hist_data in market_data:
# Daten verarbeiten
Bei den Marketdaten werden immer nur die Änderungen geschickt. Ändert sich z.B. nur das Bid-Volumen, werden auch nur diese Daten gesendet.
Wichtige Variablen-Definitionen, die Werte steht in der Datei "TradingTypes.proto":
# Werte für "code_type"
NO_CODE_TYPE = 0
WKN = 1
ISIN = 2
ID_NOTATION = 3
ID_OSI = 4
ID_INSTRUMENT = 5
MNEMONIC = 6
MNEMONIC_US = 7
# Werte für "time_resolution"
NO_RESOLUTION = 0
TICK = 1
SECOND = 2
MINUTE = 3
HOUR = 4
DAY = 5
Hier die Definition der Felder für die Marktdaten. Die Werte steht in der Datei "SecurityService.proto":
# Price of the last trade
last_price = 4
# Volume last trade
last_volume = 5
# Last quote date and time
last_date_time = 6
# Today number of tradings
today_num_trades = 7
# Today volume
today_volume = 8
# Last ask price
ask_price = 9
# Volume last ask
ask_volume = 10
# Time of the last ask
ask_time = 11
# Last bid price
bid_price = 12
# Volume last bid
bid_volume = 13
# Time of the last bid
bid_time = 14
# Quote of the previous trading day
previous_price = 15
# Date of the previous trading day
previous_date = 16
# Relative difference to the previous day
relative_diff = 17
# Absolute difference to the previous day
abs_diff = 18
# Highest price
high_price = 19
# Lowest price
low_price = 20
# Price at opening
open_price = 21
# Highest price of the previous week
week_high_price = 22
# Date of highest price of the previous week
date_week_high = 23
# Lowest price of the previous week
week_low_price = 24
# Date of lowest price of the previous week
date_week_low = 25
# Highest price of the previous month
month_high_price = 26
# Date of highest price of the previous month
date_month_high = 27
# Lowest price of the previous month
month_low_price = 28
# Date of lowest price of the previous month
date_month_low = 29
# Highest price of the current year
year_high_price = 30
# Date of the highest price of the current year
date_year_high = 31
# Lowest price of the current year
year_low_price = 32
# Date of the lowest price of the current year
date_year_low = 33
# Addendum of the last price.
last_addendum = 34
# Trading phase
trading_phase = 35
# Indicative price
indicative_price = 36
# Trading volume corresponding to the last price
prevalence_volume = 37
Ohne Anpassung der Buffergröße wird ein Abruf der historischen Intraday-Kurse über einen größeren Zeitraum eventuell nicht funktionieren. Damit man die Daten abrufenkann muss man den Buffer entsprechend vergrößern.
# Buffer auf 100 MB setzen
channel = grpc.secure_channel(
'{}:{}'.format(host, port),
credentials,
options=[('grpc.max_receive_message_length', 104857600)]
)
Grüße
immermalanders
