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Wasin Waeosri
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done intraday
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trkd_intraday.py

Lines changed: 9 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -52,39 +52,21 @@ def CreateAuthorization(username, password, appid):
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## Perform Quote request
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def RetrieveIntraday(token, appid):
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''''
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ricName = raw_input('Please input Symbol: ')
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fieldFiltering = raw_input('Subscribe all Field? (Yes|No)')
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intradayRequestMsg = None
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fieldsName = 'CF_LAST:CF_HIGH:CF_LOW:CF_BID:CF_ASK:CF_YIELD:CF_SOURCE:CF_SRC_PAGE:CF_LOTSIZE:CF_DATE:CF_TIME:CF_TICK:CF_NETCHNG:CF_EXCHNG:CF_VOLUME:CF_CLOSE:CF_OPEN:CF_NAME:CF_CURRENCY'
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if fieldFiltering == 'Yes':
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## Request all Fields
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intradayRequestMsg = \
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{'RetrieveItem_Request_3': {'TrimResponse': False,
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'ItemRequest': [{'RequestKey': [{'Name': ricName, 'NameType': 'RIC'}], 'Scope': 'All',
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'ProvideChainLinks': True}]}}
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elif fieldFiltering == 'No':
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## Request specific Fields
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fieldsName = raw_input('Input interested Field Name in the following format (BID:ASK:TRDPRC_1)')
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intradayRequestMsg = \
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{'RetrieveItem_Request_3': {'TrimResponse': False,
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'ItemRequest': [{
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'RequestKey': [{'Name': ricName, 'NameType': 'RIC'}],
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'Fields': fieldsName,
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'Scope': 'List',
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'ProvideChainLinks': True,
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}]}}
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'''
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ricName = raw_input('Please input Symbol: ')
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intradayRequestMsg = None
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fields = ['OPEN','HIGH','LOW','CLOSE','CLOSEYIELD','VOLUME','BID','ASK'] #change your fields (support these 'OPEN','HIGH','LOW','CLOSE','CLOSEYIELD','VOLUME','BID','ASK' fields only)
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startTime = '2016-09-12T00:00:00' #change your StartTime
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endtime = '2016-09-19T23:59:00' #change your EndTime
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intradayRequestMsg = {
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'GetIntradayTimeSeries_Request_4':{
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'Field': ['OPEN','HIGH','LOW','CLOSE','CLOSEYIELD','VOLUME','BID','ASK'],
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'Field': fields,
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'TrimResponse': True,
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'Symbol': ricName,
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'StartTime':'2016-09-12T00:00:00',
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'EndTime':'2016-09-19T23:59:00',
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'Interval':'MINUTE'
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'StartTime':startTime,
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'EndTime':endtime,
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'Interval':'MINUTE',
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'TrimResponse': True,
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'MetaField': ['NAME','QOS','CCY','TZ','TZOFFSET','NAME_LL']
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}
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}
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