get_market_data_snapshot() | Interactive Brokers

Users may request market data using get_market_data_snapshot() to retrieve available market data. The request currently supports tickPrice, tickSize, tickString, tickGeneric, tickNews, and tickOptionCompution data.

Request Arguments

contract

objectRequired

Contract Object for the instrument to retrieve market data for.

generic_tick_list

string

Comma-separated values to determine additional data to retrieve. Defaults to an empty string, returning only the basic data such as Last, Bid, and Ask. See Available Tick Types for more details.

snapshot

bool

Determine if a single snapshot should be returned or if data should be continuously updated until the timeout threshold has been reached. Default: True, returning a snapshot of data as soon as possible.

timeout

int32

Duration to wait for the response until termination. Uses the default timeout value passed to TWSSyncWrapper.

contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "SMART"
contract.primaryExchange = "NASDAQ"
contract.currency = "USD"
market_data = app.get_market_data_snapshot(contract, "225,232", False)

Response Object

Data returned by get_market_data_snapshot() is delivered as a dictionary object. Values are returned as the affiliated tick types alongside any price or attribute data.

Properties

{TickType}

string | float | decimal

The value for the given tick type. Can include price values (float), size values (decimal), or direct information (string).

{'BID': 276.17, 'BID_SIZE': Decimal('900'), 'ASK': 276.2, 'ASK_SIZE': Decimal('300'), 'LAST_TIMESTAMP': '1764009996', 'LAST': 276.18, 'LAST_SIZE': Decimal('100'), 'VOLUME': Decimal('271511')}

Example Implementation

from ibapi.sync_wrapper import TWSSyncWrapper
app = TWSSyncWrapper(timeout=30)
# Connect to TWS
if not app.connect_and_start(host="127.0.0.1", port=7496, client_id=0):
    # If the connection fails and False is returned, notify the user and gracefully exit the application.
    print("Failed to connect to TWS")
    exit(1)
else:
    # If the connection succeeded, notify the user.
    print("Connected to TWS")
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "SMART"
contract.primaryExchange = "NASDAQ"
contract.currency = "USD"
market_data = app.get_market_data_snapshot(contract)
AAPL_BID_PRICE = market_data["BID"]