Update Latest to 10.47.01

ibapi/__init__.py

@@ -5,7 +5,7 @@
 
 """ Package implementing the Python API for the TWS/IB Gateway """
 
-VERSION = {"major": 10, "minor": 46, "micro": 1}
+VERSION = {"major": 10, "minor": 47, "micro": 1}
 
 
 def get_version_string():

ibapi/client.py

@@ -32,7 +32,7 @@
     FAIL_SEND_CORDER, FAIL_SEND_OORDER, FAIL_SEND_REQCONTRACT, FAIL_SEND_REQMKTDEPTH, FAIL_SEND_CANMKTDEPTH,
     FAIL_SEND_SERVER_LOG_LEVEL, FAIL_SEND_FA_REQUEST, FAIL_SEND_FA_REPLACE, FAIL_SEND_REQSCANNER, FAIL_SEND_CANSCANNER,
     FAIL_SEND_REQSCANNERPARAMETERS, FAIL_SEND_REQHISTDATA, FAIL_SEND_CANHISTDATA, FAIL_SEND_REQRTBARS,
-    FAIL_SEND_CANRTBARS, FAIL_SEND_REQCURRTIME, FAIL_SEND_REQFUNDDATA, FAIL_SEND_CANFUNDDATA,
+    FAIL_SEND_CANRTBARS, FAIL_SEND_REQCURRTIME,
     FAIL_SEND_REQCALCIMPLIEDVOLAT, FAIL_SEND_REQCALCOPTIONPRICE, FAIL_SEND_CANCALCIMPLIEDVOLAT,
     FAIL_SEND_CANCALCOPTIONPRICE, FAIL_SEND_REQGLOBALCANCEL, FAIL_SEND_REQMARKETDATATYPE, FAIL_SEND_REQPOSITIONS,
     FAIL_SEND_CANPOSITIONS, FAIL_SEND_REQACCOUNTDATA, FAIL_SEND_CANACCOUNTDATA, FAIL_SEND_VERIFYREQUEST,
@@ -126,7 +126,6 @@
     MIN_SERVER_VER_REQ_HISTOGRAM,
     MIN_SERVER_VER_HISTORICAL_TICKS,
     MIN_SERVER_VER_SCANNER_GENERIC_OPTS,
-    MIN_SERVER_VER_FUNDAMENTAL_DATA,
     MIN_SERVER_VER_REQ_NEWS_PROVIDERS,
     MIN_SERVER_VER_REQ_NEWS_ARTICLE,
     MIN_SERVER_VER_NEWS_QUERY_ORIGINS,
@@ -183,7 +182,7 @@
 from ibapi.client_utils import createNewsBulletinsRequestProto, createCancelNewsBulletinsProto, createNewsArticleRequestProto, createNewsProvidersRequestProto
 from ibapi.client_utils import createHistoricalNewsRequestProto, createWshMetaDataRequestProto, createCancelWshMetaDataProto, createWshEventDataRequestProto, createCancelWshEventDataProto
 from ibapi.client_utils import createScannerParametersRequestProto, createScannerSubscriptionRequestProto, createCancelScannerSubscriptionProto
-from ibapi.client_utils import createFundamentalsDataRequestProto, createCancelFundamentalsDataProto, createPnLRequestProto, createCancelPnLProto, createPnLSingleRequestProto, createCancelPnLSingleProto
+from ibapi.client_utils import createPnLRequestProto, createCancelPnLProto, createPnLSingleRequestProto, createCancelPnLSingleProto
 from ibapi.client_utils import createFARequestProto, createFAReplaceProto, createExerciseOptionsRequestProto
 from ibapi.client_utils import createCalculateImpliedVolatilityRequestProto, createCancelCalculateImpliedVolatilityProto, createCalculateOptionPriceRequestProto, createCancelCalculateOptionPriceProto
 from ibapi.client_utils import createSecDefOptParamsRequestProto, createSoftDollarTiersRequestProto, createFamilyCodesRequestProto, createMatchingSymbolsRequestProto
@@ -242,11 +241,9 @@
 from ibapi.protobuf.ScannerParametersRequest_pb2 import ScannerParametersRequest as ScannerParametersRequestProto
 from ibapi.protobuf.ScannerSubscriptionRequest_pb2 import ScannerSubscriptionRequest as ScannerSubscriptionRequestProto
 from ibapi.protobuf.ScannerSubscription_pb2 import ScannerSubscription as ScannerSubscriptionProto
-from ibapi.protobuf.FundamentalsDataRequest_pb2 import FundamentalsDataRequest as FundamentalsDataRequestProto
 from ibapi.protobuf.PnLRequest_pb2 import PnLRequest as PnLRequestProto
 from ibapi.protobuf.PnLSingleRequest_pb2 import PnLSingleRequest as PnLSingleRequestProto
 from ibapi.protobuf.CancelScannerSubscription_pb2 import CancelScannerSubscription as CancelScannerSubscriptionProto
-from ibapi.protobuf.CancelFundamentalsData_pb2 import CancelFundamentalsData as CancelFundamentalsDataProto
 from ibapi.protobuf.CancelPnL_pb2 import CancelPnL as CancelPnLProto
 from ibapi.protobuf.CancelPnLSingle_pb2 import CancelPnLSingle as CancelPnLSingleProto
 from ibapi.protobuf.FARequest_pb2 import FARequest as FARequestProto
@@ -465,6 +462,9 @@ def connect(self, host, port, clientId):
 
         try:
             self.host = host
+
+            if not self.host: self.host = "127.0.0.1"
+
             self.port = port
             self.clientId = clientId
             logger.debug(
@@ -5878,192 +5878,6 @@ def cancelRealTimeBarsProtoBuf(self, cancelRealTimeBarsProto: CancelRealTimeBars
             self.wrapper.error(reqId, currentTimeMillis(), FAIL_SEND_CANRTBARS.code(), FAIL_SEND_CANRTBARS.msg() + str(ex))
             return
 
-    #########################################################################
-    # Fundamental Data
-    #########################################################################
-
-    def reqFundamentalData(
-        self,
-        reqId: TickerId,
-        contract: Contract,
-        reportType: str,
-        fundamentalDataOptions: TagValueList,
-    ):
-        """Call this function to receive fundamental data for
-        stocks. The appropriate market data subscription must be set up in
-        Account Management before you can receive this data.
-        Fundamental data will be returned at EWrapper.fundamentalData().
-
-        reqFundamentalData() can handle conid specified in the Contract object,
-        but not tradingClass or multiplier. This is because reqFundamentalData()
-        is used only for stocks and stocks do not have a multiplier and
-        trading class.
-
-        reqId:tickerId - The ID of the data request. Ensures that responses are
-             matched to requests if several requests are in process.
-        contract:Contract - This structure contains a description of the
-            contract for which fundamental data is being requested.
-        reportType:str - One of the following XML reports:
-            ReportSnapshot (company overview)
-            ReportsFinSummary (financial summary)
-            ReportRatios (financial ratios)
-            ReportsFinStatements (financial statements)
-            RESC (analyst estimates)"""
-
-        if self.useProtoBuf(OUT.REQ_FUNDAMENTAL_DATA):
-            self.reqFundamentalsDataProtoBuf(createFundamentalsDataRequestProto(reqId, contract, reportType, fundamentalDataOptions))
-            return
-
-        self.logRequest(current_fn_name(), vars())
-
-        if not self.isConnected():
-            self.wrapper.error(NO_VALID_ID, currentTimeMillis(), NOT_CONNECTED.code(), NOT_CONNECTED.msg())
-            return
-
-        try:
-            VERSION = 2
-
-            if self.serverVersion() < MIN_SERVER_VER_FUNDAMENTAL_DATA:
-                self.wrapper.error(
-                    NO_VALID_ID,
-                    currentTimeMillis(),
-                    UPDATE_TWS.code(),
-                    UPDATE_TWS.msg()
-                    + "  It does not support fundamental data request.",
-                )
-                return
-
-            if self.serverVersion() < MIN_SERVER_VER_TRADING_CLASS:
-                self.wrapper.error(
-                    NO_VALID_ID,
-                    currentTimeMillis(),
-                    UPDATE_TWS.code(),
-                    UPDATE_TWS.msg()
-                    + "  It does not support conId parameter in reqFundamentalData.",
-                )
-                return
-
-            flds = []
-            flds += [
-                make_field(VERSION),
-                make_field(reqId),
-            ]
-
-            # send contract fields
-            if self.serverVersion() >= MIN_SERVER_VER_TRADING_CLASS:
-                flds += [
-                    make_field(contract.conId),
-                ]
-            flds += [
-                make_field(contract.symbol),
-                make_field(contract.secType),
-                make_field(contract.exchange),
-                make_field(contract.primaryExchange),
-                make_field(contract.currency),
-                make_field(contract.localSymbol),
-                make_field(reportType),
-            ]
-
-            if self.serverVersion() >= MIN_SERVER_VER_LINKING:
-                fundDataOptStr = ""
-                tagValuesCount = (
-                    len(fundamentalDataOptions) if fundamentalDataOptions else 0
-                )
-                if fundamentalDataOptions:
-                    for fundDataOption in fundamentalDataOptions:
-                        fundDataOptStr += str(fundDataOption)
-                flds += [make_field(tagValuesCount), make_field(fundDataOptStr)]
-
-            msg = "".join(flds)
-            self.sendMsg(OUT.REQ_FUNDAMENTAL_DATA, msg)
-
-        except ClientException as ex:
-            self.wrapper.error(reqId, currentTimeMillis(), ex.code, ex.msg + ex.text)
-            return
-        except Exception as ex:
-            self.wrapper.error(reqId, currentTimeMillis(), FAIL_SEND_REQFUNDDATA.code(), FAIL_SEND_REQFUNDDATA.msg() + str(ex))
-            return
-
-    def reqFundamentalsDataProtoBuf(self, fundamentalsDataRequestProto: FundamentalsDataRequestProto):
-        if fundamentalsDataRequestProto is None:
-            return
-
-        self.logRequest(current_fn_name(), vars())
-
-        reqId = fundamentalsDataRequestProto.reqId if fundamentalsDataRequestProto.HasField('reqId') else NO_VALID_ID
-
-        if not self.isConnected():
-            self.wrapper.error(reqId, currentTimeMillis(), NOT_CONNECTED.code(), NOT_CONNECTED.msg())
-            return
-
-        try:
-            serializedString = fundamentalsDataRequestProto.SerializeToString()
-            self.sendMsgProtoBuf(OUT.REQ_FUNDAMENTAL_DATA + PROTOBUF_MSG_ID, serializedString)
-
-        except ClientException as ex:
-            self.wrapper.error(reqId, currentTimeMillis(), ex.code, ex.msg + ex.text)
-            return
-        except Exception as ex:
-            self.wrapper.error(reqId, currentTimeMillis(), FAIL_SEND_REQFUNDDATA.code(), FAIL_SEND_REQFUNDDATA.msg() + str(ex))
-            return
-
-    def cancelFundamentalData(self, reqId: TickerId):
-        """Call this function to stop receiving fundamental data.
-
-        reqId:TickerId - The ID of the data request."""
-
-        if self.useProtoBuf(OUT.CANCEL_FUNDAMENTAL_DATA):
-            self.cancelFundamentalsDataProtoBuf(createCancelFundamentalsDataProto(reqId))
-            return
-
-        self.logRequest(current_fn_name(), vars())
-
-        if not self.isConnected():
-            self.wrapper.error(NO_VALID_ID, currentTimeMillis(), NOT_CONNECTED.code(), NOT_CONNECTED.msg())
-            return
-
-        if self.serverVersion() < MIN_SERVER_VER_FUNDAMENTAL_DATA:
-            self.wrapper.error(
-                NO_VALID_ID,
-                currentTimeMillis(),
-                UPDATE_TWS.code(),
-                UPDATE_TWS.msg() + "  It does not support fundamental data request.",
-            )
-            return
-
-        try:
-            VERSION = 1
-
-            msg = (
-                make_field(VERSION)
-                + make_field(reqId)
-            )
-
-            self.sendMsg(OUT.CANCEL_FUNDAMENTAL_DATA, msg)
-        except Exception as ex:
-            self.wrapper.error(reqId, currentTimeMillis(), FAIL_SEND_CANFUNDDATA.code(), FAIL_SEND_CANFUNDDATA.msg() + str(ex))
-            return
-
-    def cancelFundamentalsDataProtoBuf(self, cancelFundamentalsDataProto: CancelFundamentalsDataProto):
-        if cancelFundamentalsDataProto is None:
-            return
-
-        self.logRequest(current_fn_name(), vars())
-
-        reqId = cancelFundamentalsDataProto.reqId if cancelFundamentalsDataProto.HasField('reqId') else NO_VALID_ID
-
-        if not self.isConnected():
-            self.wrapper.error(reqId, currentTimeMillis(), NOT_CONNECTED.code(), NOT_CONNECTED.msg())
-            return
-
-        try:
-            serializedString = cancelFundamentalsDataProto.SerializeToString()
-            self.sendMsgProtoBuf(OUT.CANCEL_FUNDAMENTAL_DATA + PROTOBUF_MSG_ID, serializedString)
-
-        except Exception as ex:
-            self.wrapper.error(reqId, currentTimeMillis(), FAIL_SEND_CANFUNDDATA.code(), FAIL_SEND_CANFUNDDATA.msg() + str(ex))
-            return
-
     ########################################################################
     # News
     #########################################################################

ibapi/client_utils.py

@@ -71,11 +71,9 @@
 from ibapi.protobuf.ScannerParametersRequest_pb2 import ScannerParametersRequest as ScannerParametersRequestProto
 from ibapi.protobuf.ScannerSubscriptionRequest_pb2 import ScannerSubscriptionRequest as ScannerSubscriptionRequestProto
 from ibapi.protobuf.ScannerSubscription_pb2 import ScannerSubscription as ScannerSubscriptionProto
-from ibapi.protobuf.FundamentalsDataRequest_pb2 import FundamentalsDataRequest as FundamentalsDataRequestProto
 from ibapi.protobuf.PnLRequest_pb2 import PnLRequest as PnLRequestProto
 from ibapi.protobuf.PnLSingleRequest_pb2 import PnLSingleRequest as PnLSingleRequestProto
 from ibapi.protobuf.CancelScannerSubscription_pb2 import CancelScannerSubscription as CancelScannerSubscriptionProto
-from ibapi.protobuf.CancelFundamentalsData_pb2 import CancelFundamentalsData as CancelFundamentalsDataProto
 from ibapi.protobuf.CancelPnL_pb2 import CancelPnL as CancelPnLProto
 from ibapi.protobuf.CancelPnLSingle_pb2 import CancelPnLSingle as CancelPnLSingleProto
 from ibapi.protobuf.FARequest_pb2 import FARequest as FARequestProto
@@ -884,16 +882,6 @@ def createScannerSubscriptionProto(subscription: ScannerSubscription,
     fillTagValueList(scannerSubscriptionFilterOptionsList, scannerSubscriptionProto.scannerSubscriptionFilterOptions)
     return scannerSubscriptionProto
 
-@staticmethod
-def createFundamentalsDataRequestProto(reqId: int, contract: Contract, reportType: str, fundamentalsDataOptionsList: TagValueList) -> FundamentalsDataRequestProto:
-    fundamentalsDataRequestProto = FundamentalsDataRequestProto()
-    if isValidIntValue(reqId): fundamentalsDataRequestProto.reqId = reqId
-    contractProto = createContractProto(contract, None)
-    if contractProto is not None: fundamentalsDataRequestProto.contract.CopyFrom(contractProto)
-    if reportType: fundamentalsDataRequestProto.reportType = reportType
-    fillTagValueList(fundamentalsDataOptionsList, fundamentalsDataRequestProto.fundamentalsDataOptions)
-    return fundamentalsDataRequestProto
-
 @staticmethod
 def createPnLRequestProto(reqId: int, account: str, modelCode: str) -> PnLRequestProto:
     pnlRequestProto = PnLRequestProto()
@@ -917,12 +905,6 @@ def createCancelScannerSubscriptionProto(reqId: int) -> CancelScannerSubscriptio
     if isValidIntValue(reqId): cancelScannerSubscriptionProto.reqId = reqId
     return cancelScannerSubscriptionProto
 
-@staticmethod
-def createCancelFundamentalsDataProto(reqId: int) -> CancelFundamentalsDataProto:
-    cancelFundamentalsDataProto = CancelFundamentalsDataProto()
-    if isValidIntValue(reqId): cancelFundamentalsDataProto.reqId = reqId
-    return cancelFundamentalsDataProto
-
 @staticmethod
 def createCancelPnLProto(reqId: int) -> CancelPnLProto:
     cancelPnLProto = CancelPnLProto()

ibapi/common.py

@@ -101,8 +101,6 @@
     OUT.REQ_SCANNER_PARAMETERS: MIN_SERVER_VER_PROTOBUF_SCAN_DATA,
     OUT.REQ_SCANNER_SUBSCRIPTION: MIN_SERVER_VER_PROTOBUF_SCAN_DATA,
     OUT.CANCEL_SCANNER_SUBSCRIPTION: MIN_SERVER_VER_PROTOBUF_SCAN_DATA,
-    OUT.REQ_FUNDAMENTAL_DATA: MIN_SERVER_VER_PROTOBUF_SCAN_DATA,
-    OUT.CANCEL_FUNDAMENTAL_DATA: MIN_SERVER_VER_PROTOBUF_SCAN_DATA,
     OUT.REQ_PNL: MIN_SERVER_VER_PROTOBUF_SCAN_DATA,
     OUT.CANCEL_PNL: MIN_SERVER_VER_PROTOBUF_SCAN_DATA,
     OUT.REQ_PNL_SINGLE: MIN_SERVER_VER_PROTOBUF_SCAN_DATA,

ibapi/decoder.py

@@ -91,7 +91,6 @@
 from ibapi.protobuf.TickNews_pb2 import TickNews as TickNewsProto
 from ibapi.protobuf.ScannerParameters_pb2 import ScannerParameters as ScannerParametersProto
 from ibapi.protobuf.ScannerData_pb2 import ScannerData as ScannerDataProto
-from ibapi.protobuf.FundamentalsData_pb2 import FundamentalsData as FundamentalsDataProto
 from ibapi.protobuf.PnL_pb2 import PnL as PnLProto
 from ibapi.protobuf.PnLSingle_pb2 import PnLSingle as PnLSingleProto
 from ibapi.protobuf.ReceiveFA_pb2 import ReceiveFA as ReceiveFAProto
@@ -2565,17 +2564,6 @@ def processScannerParametersMsgProtoBuf(self, protobuf):
 
         self.wrapper.scannerParameters(xml)
 
-    def processFundamentalsDataMsgProtoBuf(self, protobuf):
-        fundamentalsDataProto = FundamentalsDataProto()
-        fundamentalsDataProto.ParseFromString(protobuf)
-
-        self.wrapper.fundamentalsDataProtoBuf(fundamentalsDataProto)
-
-        reqId = fundamentalsDataProto.reqId if fundamentalsDataProto.HasField('reqId') else NO_VALID_ID
-        data = fundamentalsDataProto.data if fundamentalsDataProto.HasField('data') else ""
-
-        self.wrapper.fundamentalData(reqId, data)
-
     def processReceiveFAMsgProtoBuf(self, protobuf):
         receiveFAProto = ReceiveFAProto()
         receiveFAProto.ParseFromString(protobuf)
@@ -2820,7 +2808,6 @@ def processProtoBuf(self, protoBuf, msgId):
         IN.TICK_EFP: HandleInfo(wrap=EWrapper.tickEFP),
         IN.CURRENT_TIME: HandleInfo(wrap=EWrapper.currentTime),
         IN.REAL_TIME_BARS: HandleInfo(proc=processRealTimeBarMsg),
-        IN.FUNDAMENTAL_DATA: HandleInfo(wrap=EWrapper.fundamentalData),
         IN.CONTRACT_DATA_END: HandleInfo(wrap=EWrapper.contractDetailsEnd),
         IN.OPEN_ORDER_END: HandleInfo(wrap=EWrapper.openOrderEnd),
         IN.ACCT_DOWNLOAD_END: HandleInfo(wrap=EWrapper.accountDownloadEnd),
@@ -2941,7 +2928,6 @@ def processProtoBuf(self, protoBuf, msgId):
         IN.TICK_NEWS: HandleInfo(proc=processTickNewsMsgProtoBuf),
         IN.SCANNER_PARAMETERS: HandleInfo(proc=processScannerParametersMsgProtoBuf),
         IN.SCANNER_DATA: HandleInfo(proc=processScannerDataMsgProtoBuf),
-        IN.FUNDAMENTAL_DATA: HandleInfo(proc=processFundamentalsDataMsgProtoBuf),
         IN.PNL: HandleInfo(proc=processPnLMsgProtoBuf),
         IN.PNL_SINGLE: HandleInfo(proc=processPnLSingleMsgProtoBuf),
         IN.RECEIVE_FA: HandleInfo(proc=processReceiveFAMsgProtoBuf),

ibapi/errors.py

@@ -56,8 +56,6 @@ def msg(self):
 FAIL_SEND_REQRTBARS = CodeMsgPair(529, "Request Real-time Bar Data Sending Error - ")
 FAIL_SEND_CANRTBARS = CodeMsgPair(530, "Cancel Real-time Bar Data Sending Error - ")
 FAIL_SEND_REQCURRTIME = CodeMsgPair(531, "Request Current Time Sending Error - ")
-FAIL_SEND_REQFUNDDATA = CodeMsgPair(532, "Request Fundamental Data Sending Error - ")
-FAIL_SEND_CANFUNDDATA = CodeMsgPair(533, "Cancel Fundamental Data Sending Error - ")
 FAIL_SEND_REQCALCIMPLIEDVOLAT = CodeMsgPair(534, "Request Calculate Implied Volatility Sending Error - ")
 FAIL_SEND_REQCALCOPTIONPRICE = CodeMsgPair(535, "Request Calculate Option Price Sending Error - ")
 FAIL_SEND_CANCALCIMPLIEDVOLAT = CodeMsgPair(536, "Cancel Calculate Implied Volatility Sending Error - ")

ibapi/message.py

@@ -41,7 +41,6 @@ class IN:
     TICK_EFP = 47
     CURRENT_TIME = 49
     REAL_TIME_BARS = 50
-    FUNDAMENTAL_DATA = 51
     CONTRACT_DATA_END = 52
     OPEN_ORDER_END = 53
     ACCT_DOWNLOAD_END = 54
@@ -133,8 +132,6 @@ class OUT:
     REQ_CURRENT_TIME = 49
     REQ_REAL_TIME_BARS = 50
     CANCEL_REAL_TIME_BARS = 51
-    REQ_FUNDAMENTAL_DATA = 52
-    CANCEL_FUNDAMENTAL_DATA = 53
     REQ_CALC_IMPLIED_VOLAT = 54
     REQ_CALC_OPTION_PRICE = 55
     CANCEL_CALC_IMPLIED_VOLAT = 56

ibapi/server_versions.py

@@ -14,7 +14,6 @@
 # MIN_SERVER_VER_WHAT_IF_ORDERS       = 36
 # MIN_SERVER_VER_CONTRACT_CONID       = 37
 MIN_SERVER_VER_PTA_ORDERS = 39
-MIN_SERVER_VER_FUNDAMENTAL_DATA = 40
 MIN_SERVER_VER_DELTA_NEUTRAL = 40
 MIN_SERVER_VER_CONTRACT_DATA_CHAIN = 40
 MIN_SERVER_VER_SCALE_ORDERS2 = 40

ibapi/ticktype.py

@@ -55,7 +55,7 @@
     "CLOSE_EFP_COMPUTATION",
     "LAST_TIMESTAMP",
     "SHORTABLE",
-    "FUNDAMENTAL_RATIOS",
+    "NOT_USED",
     "RT_VOLUME",
     "HALTED",
     "BID_YIELD",