Kostenlose Historische EOD Daten

TWS und IBPy:
ref: stackoverflow
ich nehme ein py-modul und ruf die tickerdaten EUR/USD auf

#! /usr/bin/env python
# -*- coding: utf-8 -*-

from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from time import sleep

# print all messages from TWS
def watcher(msg):
   print (msg)

# show Bid and Ask quotes
def my_BidAsk(msg):
   if msg.field == 1:
       print ('%s:%s: bid: %s' % (contractTuple[0],
                      contractTuple[6], msg.price))
   elif msg.field == 2:
       print ('%s:%s: ask: %s' % (contractTuple[0], contractTuple[6], msg.price))

def makeStkContract(contractTuple):
   newContract = Contract()
   newContract.m_symbol = contractTuple[0]
   newContract.m_secType = contractTuple[1]
   newContract.m_exchange = contractTuple[2]
   newContract.m_currency = contractTuple[3]
   newContract.m_expiry = contractTuple[4]
   newContract.m_strike = contractTuple[5]
   newContract.m_right = contractTuple[6]
   print ('Contract Values:%s,%s,%s,%s,%s,%s,%s:' % contractTuple)
   return newContract

if __name__ == '__main__':
   con = ibConnection()
   con.registerAll(watcher)
   showBidAskOnly = True  # set False to see the raw messages
   if showBidAskOnly:
       con.unregister(watcher, message.tickSize, message.tickPrice,
                      message.tickString, message.tickOptionComputation)
       con.register(my_BidAsk, message.tickPrice)
   con.connect()
   sleep(1)
   tickId = 1

   # Note: Option quotes will give an error if they aren't shown in TWS
   #contractTuple = ('QQQQ', 'STK', 'SMART', 'USD', '', 0.0, '')
   #contractTuple = ('QQQQ', 'OPT', 'SMART', 'USD', '20070921', 47.0, 'CALL')
   #contractTuple = ('ES', 'FUT', 'GLOBEX', 'USD', '200709', 0.0, '')
   #contractTuple = ('ES', 'FOP', 'GLOBEX', 'USD', '20070920', 1460.0, 'CALL')
   contractTuple = ('EUR', 'CASH', 'IDEALPRO', 'USD', '', 0.0, '')
   stkContract = makeStkContract(contractTuple)
   print ('* * * * REQUESTING MARKET DATA * * * *')
   con.reqMktData(tickId, stkContract, '', False)
   sleep(15)
   print ('* * * * CANCELING MARKET DATA * * * *')
   con.cancelMktData(tickId)
   sleep(1)
   con.disconnect()
   sleep(1)
------------------------------------------------------------------------
   # Note: Option quotes will give an error if they aren't shown in TWS
   #contractTuple = ('QQQQ', 'STK', 'SMART', 'USD', '', 0.0, '')
   #contractTuple = ('QQQQ', 'OPT', 'SMART', 'USD', '20070921', 47.0, 'CALL')
   #contractTuple = ('ES', 'FUT', 'GLOBEX', 'USD', '200709', 0.0, '')
   #contractTuple = ('ES', 'FOP', 'GLOBEX', 'USD', '20070920', 1460.0, 'CALL')
---------------------------------------------------------------------
   contractTuple = ('EUR', 'CASH', 'IDEALPRO', 'USD', '', 0.0, '')
also nur diese 'EUR' Abfrage zu den nachfolgenden Antworten der TWS führt
* * * * REQUESTING MARKET DATA * * * *
<marketDataType reqId=1, marketDataType=1>
EUR:: bid: 1.1337
EUR:: ask: 1.13375
<tickGeneric tickerId=1, tickType=49, value=0.0>
<tickGeneric tickerId=1, tickType=49, value=0.0>
* * * * CANCELING MARKET DATA * * * *
-----------------------------------------------------------------
ergo - irgendwie stimmen die parameter und die Folge der Parameter Eingaben nicht
Fehler noch nicht gefunden ??
-----------------------------------------------------------------
Test gemacht mit IDLE 3.6 (32 bit ) 3.7 geht nicht

das ist mein Startbeitrag - wobei mein Ziel ist - Stockdaten und Optionsdaten in ein excelsheet zu bringen und da die Auswertungen zu machen.

excel sheet benötigt Daten für Optionen closing und strike (clsPr2 und cls str2) - die nicht manuell sondern auto via TWS streaming daten und py eingefügt werden sollen

was ist euer Bedarf mit py ??
oder excel od. java oder IB API's ?