我正在尝试从 IBPY 获取历史数据。我明白了，但是音量太低了，根本没用。我想知道如何获得正确的历史成交量估计。
我正在执行以下代码：
from ib.opt import Connection, message
from ib.ext.Contract import Contract
from ib.ext.Order import Order
from time import sleep, strftime
def historical_data_handler(msg):
print(msg)
connection = Connection.create(port=7496, clientId=999)
connection.register(historical_data_handler, message.historicalData)
connection.connect()
req = Contract()
req.m_secType = "STK"
req.m_symbol = "TSLA"
req.m_currency = "USD"
req.m_exchange = "AMEX"
endtime = strftime('%Y%m%d %H:%M:%S')
connection.reqHistoricalData(1,req,endtime,"1 D","1 hour","TRADES",1,1)
sleep(5)
connection.disconnect()
这是输出：
<historicalData reqId=1, date=20181123 16:30:00, open=333.21, high=333.33, low=331.04, close=332.92, volume=22, count=21, WAP=332.233, hasGaps=False>
<historicalData reqId=1, date=20181123 16:30:00, open=333.21, high=333.33, low=331.04, close=332.92, volume=22, count=21, WAP=332.233, …