python - 未找到该请求的安全定义，Future Option Python

Question

我正在使用 Python 和 ib_insync 来使用交互式经纪商 API，我正在尝试获取 future 期权合约的出价、要价、要价大小等市场数据，但是当在股票代码上转换此合约时，我得到“否”已找到请求的安全定义”，即使我之前分配了此属性。

# using Future from ib_insync has the same problem
# contract = Future('ES',"20190315",'GLOBEX')

contract = Contract()
contract.symbol = "ES"
contract.secType = "FOP"
contract.exchange = "GLOBEX"
contract.currency = "USD"
contract.lastTradeDateOrContractMonth = "20190315"
contract.strike = 2900
contract.right = "C"
contract.multiplier = "50"

result =[]
result.append(contract)


ib.reqMarketDataType(3)
ib.qualifyContracts(*result)
ticker = ib.reqMktData(contract,"",False,False)
ib.sleep(3)
ticker

输出:

Error 200, reqId 26: No security definition has been found for the request, contract: Contract(secType='FOP', symbol='ES', lastTradeDateOrContractMonth='20190315', strike=2900, right='C', multiplier='50', exchange='GLOBEX', currency='USD')
Unknown contract: Contract(secType='FOP', symbol='ES', lastTradeDateOrContractMonth='20190315', strike=2900, right='C', multiplier='50', exchange='GLOBEX', currency='USD')

Answer 1

一旦 future 期权(或股票期权)到期，其历史数据将从盈透证券的数据库中删除并且不再可用。因此，您必须请求尚未到期的 future 期权的数据。 TWS API Historical Data Limitations (对于 TWS 图表也是如此，而不仅仅是 TWS API)。

bool 值“IncludeExpired”仅适用于 future 合约，不适用于 future 期权。