'Export contractDetails to df or csv from TWS API in Python?
This question has actually already been asked and answered on another forum, howwwever, the answer was given through a web link and it appears as if that link has indeed expired. Thus I am forced to ask the question again to you lovely intelligent people.
Does anyone know how to export data from "contractDetails" to a df or a CSV file? This is the code so far:
class TestApp(EWrapper, EClient):
def __init__(self):
EWrapper.__init__(self)
EClient.__init__(self, self)
def contractDetails(self, reqId, contractDetails):
self.data = [contractDetails]
df = pd.DataFrame(self.data)
df.to_csv('options_test.csv')
print(df)
def contractDetailsEnd(self, reqId):
print("\ncontractDetails End\n")
def start(self):
contract = Contract()
contract.symbol = 'AAPL'
contract.secType = 'OPT'
contract.exchange = 'SMART'
contract.currency = 'USD'
#contract.primaryExchange = 'NASDAQ'
contract.lastTradeDateOrContractMonth = '202301'
#contract.strike = 175
#contract.right = "C"
#contract.multiplier = "100"
global underlying
underlying = contract.symbol
self.reqMktData(1, contract, '106', False, False, [])
self.reqContractDetails(1, contract)
def stop(self):
self.done = True
self.disconnect()
def main():
app = TestApp()
app.nextOrderId = 0
app.connect('127.0.0.1', 7497, 123)
app.data = []
Timer(4, app.stop).start()
app.run()
if __name__ == "__main__":
main()
This is the link to the original question: https://www.elitetrader.com/et/thre...details-to-csv-from-tws-api-in-python.344314/
And this is the link to the original answer: https://repl.it/repls/DamagedStandardDeprecatedsoftware
If anyone can figure this out, be rest assured, dinner is on me (Y)
Sources
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Source: Stack Overflow
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