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Where to find the Market Data fields?
subscription_data = {
'conid': gc_futures[0]['conid'],
'fields': [
FIELD_BID_PRICE,
FIELD_ASK_PRICE,
FIELD_BID_SIZE,
FIELD_ASK_SIZE,
FIELD_LAST_PRICE,
FIELD_VOLUME,
]
}
Saw this example in one of the issues, I've been digging in docs and unable to understand how to bind correct market data fields for the subscription request
Where do I find these values for fields?
Hey @Tsopic thanks for describing your issue 👍
You can find these here:
https://www.interactivebrokers.com/campus/ibkr-api-page/cpapi-v1/#market-data-fields
Or indirectly in IBind, in ibkr_definitions.py (though note that these are manually typed in and may become out of date at some point):
https://github.com/Voyz/ibind/blob/master/ibind/client/ibkr_definitions.py
Let me know if that helps 👍