python - Interactive Broker - No Security Definition has been found for the request

Question

I am trying to get historical data of a specific stock from IBKR, but it seems like the testApp() function here is not being called or something. I'm able to connect to the TWS station, but somehow I'm not being fed back data, so was wondering if there is anything wrong with my Wrapper function?

Also, When I run the code, I get back this error message: "No Security Definition has been found for the request".

Any suggestions as to how I can go about fixing this?

class TestClient(EClient):
    def __init__(self, wrapper):
        EClient.__init__(self, wrapper)


class TestWrapper(wrapper.EWrapper):
    def __init__(self):
        wrapper.EWrapper.__init__(self)


class TestApp(TestWrapper, TestClient):
    def __init__(self):
        TestWrapper.__init__(self)
        TestClient.__init__(self, wrapper=self)

    def error(self, reqid, errorcode, errorstring):
        print("Error: ", reqid, " ", errorcode, " ", errorstring)

    def historicalData(self, reqid: int, bar: BarData):
        print("HistoricalData. ReqId:", reqid, "BarData.", bar)

    def historicalDataUpdate(self, reqid: int, bar: BarData):
        print("HistoricalDataUpdate. ReqId:", reqid, "BarData.", bar)

    def historicalDataEnd(self, reqid: int, start: str, end: str):
        print("HistoricalDataEnd. ReqId:", reqid, "from", start, "to", end)
        app.disconnect()
        print("Finished")

    def nextValidId(self, orderId: int):
        super().nextValidId(orderId)

        logging.debug("setting nextValidOrderId: %d", orderId)
        self.nextValidOrderId = orderId
        print("NextValidId:", orderId)

    def contractDetails(self, reqId: int, contractDetails: ContractDetails):
        super().contractDetails(reqId, contractDetails)
        printinstance(contractDetails)
        self.reqContractDetails(10004, ContractSamples.NewsFeedForQuery())

    def contractDetailsEnd(self, reqId: int):
        super().contractDetailsEnd(reqId)
        print("ContractDetailsEnd. ReqId:", reqId)


def main():
    app = TestApp()
    app.connect("127.0.0.1", 7497, clientId=1)
    print(app.isConnected())
    time.sleep(1)

    contract = Contract()

    contract.secType = "STK"
    contract.symbol = "AAPL"
    contract.currency = "USD"
    contract.exchange = "NASDAQ"


    querytime = (datetime.datetime.today() - datetime.timedelta(days=180)).strftime("%Y%m%d %H:%M:%S")

    app.reqHistoricalData(4001, contract, querytime, "1 M", "1 day", "MIDPOINT", 1, 1, False, [])

    app.run()


if __name__ == "__main__":
    main()

question from:https://stackoverflow.com/questions/65832558/interactive-broker-no-security-definition-has-been-found-for-the-request

Answer 1

The exchange should be SMART for smart routing to all available exchanges. If you really want to just use NASDAQ then the exchange should be ISLAND I think. I know it works because I tested it but haven't ever used it in real trading for things like rebates. I also have no idea whether it would give historical data for just the one exchange but I seriously doubt it.

You have the contractDetails implemented so you could always call that first then you can trade AAPL by specifying just contract.conId = 265598