TWS API to download stock fundamental data runs only the first data entry and ignores the others. Whow to solve this?

Question

I wrote the program copied below. When I try to execute with the following data in the input file: ADBE,USD,NASDAQ CSCO,USD,NASDAQ GOOGL,USD,NASDAQ

it only runs for the first stock, ADBE, and does nothing afterwards. The idea is the program should run for each entry in the input file and downloads the corresponding Analysts forecast from InteractiveBrokers and writes it to a XML file.

can you please help me to identify the problem why it is running only for the first line in the input file?

Very much appreciated.

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
import time

class TestApp(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)

    def error(self, reqId, errorCode, errorString):
        print("Error: ", reqId, "", errorCode, "", errorString)

    def fundamentalData(self, reqId, fundamental_data):
        Filename = str(Symbol) + '_Anal_Est.xml'
        print("Filename: ", Filename)
        f_out = open(Filename, "w")
        f_out.write(fundamental_data)
        f_out.close()

def main():
    global Symbol

    # The input file need to contain in each line: company ticker,currency,exchange - no spaces between them
    Company_tickers = open("IB_FD_input.txt", 'r').readlines()  # reads a file with companies tickers in one column
    #print("Company_tickers: ", Company_tickers)
    Number_compnaies = len(Company_tickers)
    Company_count = 0
    for stock in Company_tickers:
        aa = stock.split(",")
        Symbol = aa[0].replace(" ", "")  # in case there is a space
        Currency = aa[1].replace(" ", "")
        Exchange = aa[2].replace("\n", "").replace(" ","")  # need to remove the \n as it is the last field in the entry line
        contract = Contract()  # defining the stock to download the fundamental data from IB
        contract.symbol = Symbol
        contract.secType = "STK"
        contract.exchange = "SMART"
        contract.currency = Currency
        contract.primaryExchange = Exchange
        print("Contract: ", contract)

        Company_count += 1  # To show progress on screen
        print("\n\n" + "**********************" + "\n")
        print("  " + Symbol + ": # " + str(Company_count) + " / " + str(Number_compnaies))
        print("\n" + "**********************" + "\n")

        app = TestApp()
        app.connect("127.0.0.1", 7496, 0)
        time.sleep(10)
        app.reqFundamentalData(8001, contract, "RESC", [])
        time.sleep(10)
        app.run()

if __name__ == "__main__":
    main()

Answer 1

Unless you want to make a multi-threaded app you have to plan it asynchronously so that every logical request->response in you program flow is handled.

Once you call app.run() the program is stuck in a read from tws loop.

I'll post comments in my code to explain.

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
import time

class TestApp(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)

        self.firstReqId = 8001 # remember starting id
        self.contracts={} # keep in dict so you can lookup
        self.contNumber = self.firstReqId 

    def addContracts(self, cont):
        self.contracts[self.contNumber]=cont # add to dict using 8001 first time
        self.contNumber+=1 # next id will be 8002 etc.

    def nextValidId(self, orderId:int):
        # now you are connected, ask for data, no need for sleeps
        # this isn't the only way to know the api is started but it's what IB recommends
        self.contNumber = self.firstReqId # start with first reqId
        self.getNextData()

    def error(self, reqId, errorCode, errorString):
        print("Error: ", reqId, "", errorCode, "", errorString)

        # if there was an error in one of your requests, just contimue with next id
        if reqId > 0 and self.contracts.get(self.contNumber):
            # err in reqFundametalData based on reqid existing in map
            print('err in', self.contracts[reqId].symbol)
            self.getNextData() # try next one

    def fundamentalData(self, reqId, fundamental_data):
        # note no need for globals, we have a dict of contracts
        Filename = self.contracts[reqId].symbol + '_Anal_Est.xml'
        print("Filename: ", Filename)
        f_out = open(Filename, "w")
        f_out.write(fundamental_data)
        f_out.close()
        self.getNextData() # finished on request see if there are more

    def getNextData(self):
        if self.contracts.get(self.contNumber):# means a contract exists
            # so req data
            self.reqFundamentalData(self.contNumber, self.contracts[self.contNumber], "RESC", [])
            self.contNumber += 1 # now get ready for next request
        else: # means no more sequentially numbered contracts
            print('done')
            self.disconnect() # just exit

def main():
    app = TestApp() #just instantiate, don't run

    # The input file need to contain in each line: company ticker,currency,exchange - no spaces between them
    #Company_tickers = open("IB_FD_input.txt", 'r').readlines()  # reads a file with companies tickers in one column
    Company_tickers = ['IBKR,USD,','RY,USD,']
    #print("Company_tickers: ", Company_tickers)
    Number_compnaies = len(Company_tickers)
    Company_count = 0
    for stock in Company_tickers:
        aa = stock.split(",")
        Symbol = aa[0].replace(" ", "")  # in case there is a space
        Currency = aa[1].replace(" ", "")
        Exchange = aa[2].replace("\n", "").replace(" ","")  # need to remove the \n as it is the last field in the entry line
        contract = Contract()  # defining the stock to download the fundamental data from IB
        contract.symbol = Symbol
        contract.secType = "STK"
        contract.exchange = "SMART"
        contract.currency = Currency
        contract.primaryExchange = Exchange
        print("Contract: ", contract)

        Company_count += 1  # To show progress on screen
        print("\n\n" + "**********************" + "\n")
        print("  " + Symbol + ": # " + str(Company_count) + " / " + str(Number_compnaies))
        print("\n" + "**********************" + "\n")

        #add the contracts to apps dict  
        app.addContracts(contract)

    app.connect("127.0.0.1", 7496, 123)
    # this method will start a socket read loop and will block until disconnect
    app.run()

main()